-48.0%
ZTS vs FFIV
+95.4%
-143.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.3% |
| 7D | +5.6% | -0.5% | +6.1% | +5.6% |
| 30D | +12.1% | -32.4% | +44.5% | +16.6% |
| 3M | +11.3% | -25.7% | +37.0% | +14.1% |
| 6M | +14.3% | -13.5% | +27.8% | +14.0% |
| YTD | -31.9% | +21.1% | -53.0% | -36.7% |
| 1Y | -29.3% | +29.4% | -58.7% | -35.2% |
| 3Y | -48.0% | +94.9% | -142.9% | -56.8% |
| All | -48.0% | +95.4% | -143.4% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling