-59.0%
ZTS vs FGI
-70.4%
+11.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.8% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +1.9% | +65.4% | -63.5% | -0.6% |
| 3M | -4.0% | +23.5% | -27.5% | -5.9% |
| 6M | -39.1% | +60.5% | -99.7% | -41.3% |
| YTD | -38.8% | +30.0% | -68.8% | -40.7% |
| 1Y | -49.6% | +82.1% | -131.6% | -52.4% |
| 3Y | -59.0% | -4.4% | -54.6% | -61.3% |
| All | -59.0% | -70.4% | +11.3% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling