+87.8%
ZTS vs FIS
-53.2%
+140.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | -0.5% |
| 7D | +5.6% | +2.8% | +2.7% | +4.2% |
| 30D | +12.1% | -16.7% | +28.8% | +16.7% |
| 3M | +11.3% | -32.3% | +43.6% | +25.9% |
| 6M | +14.3% | -29.1% | +43.4% | +26.3% |
| YTD | -31.9% | -54.1% | +22.3% | -10.4% |
| 1Y | -29.3% | -53.7% | +24.5% | -7.3% |
| 3Y | -48.0% | -38.8% | -9.2% | -41.1% |
| 5Y | -58.9% | -71.1% | +12.2% | -37.3% |
| All | +87.8% | -53.2% | +140.9% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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