-55.2%
ZTS vs FGI
-70.0%
+14.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | -1.0% | -1.4% | +0.3% | -1.0% |
| 30D | +10.8% | -3.2% | +14.0% | +10.8% |
| 3M | +14.1% | +64.1% | -50.1% | +11.1% |
| 6M | +0.8% | +17.2% | -16.4% | -1.4% |
| YTD | -33.1% | +31.6% | -64.7% | -35.3% |
| 1Y | -30.0% | +45.1% | -75.1% | -32.8% |
| 3Y | -49.5% | -2.0% | -47.6% | -52.4% |
| All | -55.2% | -70.0% | +14.8% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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