+77.0%
ZTS vs FIS
-55.6%
+132.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.6% | -27.4% | +26.8% | +9.6% |
| 30D | +11.0% | -16.8% | +27.8% | +15.7% |
| 3M | +10.9% | -32.6% | +43.6% | +25.9% |
| 6M | +0.9% | -33.4% | +34.3% | +14.7% |
| YTD | -33.0% | -56.0% | +23.1% | -10.2% |
| 1Y | -29.6% | -55.1% | +25.5% | -6.6% |
| 3Y | -49.0% | -41.4% | -7.6% | -41.2% |
| 5Y | -59.5% | -72.7% | +13.2% | -36.6% |
| 10Y | +77.0% | -55.5% | +132.5% | +107.3% |
| All | +77.0% | -55.6% | +132.6% | +107.3% |
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