+174.6%
ZTS vs FFIV
+267.2%
-92.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.9% |
| YTD | -38.8% | +53.0% | -91.8% | -46.7% |
| 1Y | -49.6% | +24.2% | -73.8% | -53.6% |
| 3Y | -59.0% | +137.2% | -196.2% | -69.4% |
| 5Y | -61.8% | +91.8% | -153.5% | -70.2% |
| 10Y | +61.4% | +215.2% | -153.7% | +6.9% |
| All | +174.6% | +267.2% | -92.5% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling