+78.9%
ZTS vs FIS
-52.2%
+131.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -2.4% |
| 7D | -7.4% | +1.5% | -8.9% | -8.0% |
| 30D | +9.9% | -11.8% | +21.7% | +12.0% |
| 3M | +10.3% | -28.5% | +38.9% | +22.4% |
| 6M | +9.2% | -27.0% | +36.2% | +19.5% |
| YTD | -32.9% | -53.1% | +20.2% | -12.3% |
| 1Y | -29.7% | -52.8% | +23.0% | -8.5% |
| 3Y | -49.0% | -37.5% | -11.5% | -42.6% |
| 5Y | -59.3% | -71.1% | +11.8% | -37.6% |
| 10Y | +78.9% | -52.0% | +131.0% | +103.2% |
| All | +78.9% | -52.2% | +131.2% | +103.2% |
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