+77.0%
ZTS vs FFIV
+132.4%
-55.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | -1.0% | -2.1% | +1.1% | -0.4% |
| 30D | +10.8% | -33.8% | +44.6% | +23.0% |
| 3M | +14.1% | -20.6% | +34.7% | +19.5% |
| 6M | +0.8% | -10.2% | +11.0% | +1.1% |
| YTD | -33.1% | +24.5% | -57.6% | -40.3% |
| 1Y | -30.0% | +29.3% | -59.3% | -38.4% |
| 3Y | -49.5% | +103.8% | -153.3% | -63.4% |
| 5Y | -60.2% | +40.9% | -101.1% | -67.9% |
| 10Y | +77.0% | +126.6% | -49.5% | +16.3% |
| All | +77.0% | +132.4% | -55.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling