-55.1%
ZTS vs FGI
-68.3%
+13.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.7% | 0.0% |
| 7D | -7.4% | +6.9% | -14.3% | -7.6% |
| 30D | +9.9% | +3.9% | +6.0% | +9.7% |
| 3M | +10.3% | +74.3% | -64.0% | +7.3% |
| 6M | +9.2% | +28.9% | -19.8% | +6.6% |
| YTD | -32.9% | +39.1% | -72.0% | -35.2% |
| 1Y | -29.7% | +49.3% | -79.1% | -32.5% |
| 3Y | -49.0% | +5.7% | -54.7% | -52.1% |
| All | -55.1% | -68.3% | +13.2% | -56.7% |
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