-61.4%
ZTS vs FFIV
+91.3%
-152.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.8% |
| 30D | +1.9% | -5.1% | +7.0% | +3.2% |
| 3M | -4.0% | -4.5% | +0.5% | -3.4% |
| 6M | -39.1% | +36.5% | -75.6% | -45.6% |
| YTD | -38.8% | +53.0% | -91.8% | -47.7% |
| 1Y | -49.6% | +24.2% | -73.8% | -54.0% |
| 3Y | -59.0% | +137.2% | -196.2% | -71.9% |
| All | -61.4% | +91.3% | -152.7% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling