-26.7%
ZTS vs FITB
+36.9%
-63.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +6.9% |
| 7D | +15.4% | +2.3% | +13.1% | +14.4% |
| 30D | +25.8% | +7.7% | +18.0% | +22.0% |
| 3M | +18.1% | -4.5% | +22.6% | +20.2% |
| 6M | -19.7% | +12.5% | -32.2% | -25.0% |
| YTD | -27.5% | +19.8% | -47.3% | -34.7% |
| 1Y | -26.7% | +34.1% | -60.9% | -38.6% |
| All | -26.7% | +36.9% | -63.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling