-42.9%
ZTS vs FIGR
-29.9%
-12.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +5.6% | +11.0% | -5.4% | +5.4% |
| 30D | +12.1% | +0.7% | +11.4% | +12.0% |
| 3M | +11.3% | -20.9% | +32.2% | +11.3% |
| 6M | +14.3% | -37.7% | +52.1% | +14.6% |
| YTD | -31.9% | -38.2% | +6.4% | -32.2% |
| 1Y | -29.3% | -27.1% | -2.2% | -30.3% |
| All | -42.9% | -29.9% | -12.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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