-61.4%
ZTS vs FE
+45.0%
-106.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -2.0% | +1.9% | -3.9% | -2.7% |
| 30D | +1.9% | -1.2% | +3.1% | +2.2% |
| 3M | -4.0% | +3.5% | -7.5% | -5.7% |
| 6M | -39.1% | -6.1% | -33.1% | -37.8% |
| YTD | -38.8% | +7.6% | -46.4% | -41.0% |
| 1Y | -49.6% | +11.9% | -61.5% | -52.3% |
| 3Y | -59.0% | +48.4% | -107.4% | -66.0% |
| All | -61.4% | +45.0% | -106.4% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling