+58.8%
ZTS vs FIS
-41.9%
+100.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.1% |
| 7D | -3.8% | -9.1% | +5.3% | 0.0% |
| 30D | -2.0% | -10.4% | +8.4% | +2.4% |
| 3M | -10.2% | -3.7% | -6.5% | -9.2% |
| 6M | -39.4% | -24.8% | -14.6% | -32.6% |
| YTD | -40.8% | -41.6% | +0.7% | -27.0% |
| 1Y | -50.1% | -42.7% | -7.4% | -38.2% |
| 3Y | -58.9% | -26.2% | -32.7% | -55.3% |
| 5Y | -62.4% | -66.1% | +3.8% | -44.2% |
| 10Y | +58.8% | -40.9% | +99.7% | +81.9% |
| All | +58.8% | -41.9% | +100.8% | +81.9% |
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