+78.9%
ZTS vs FITB
+226.2%
-147.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | +9.9% | +7.0% | +2.8% | +8.0% |
| 3M | +10.3% | -4.8% | +15.1% | +11.7% |
| 6M | +9.2% | +13.5% | -4.4% | +5.3% |
| YTD | -32.9% | +19.1% | -52.0% | -36.0% |
| 1Y | -29.7% | +30.8% | -60.5% | -34.6% |
| 3Y | -49.0% | +141.6% | -190.6% | -60.0% |
| 5Y | -59.3% | +48.3% | -107.6% | -64.7% |
| 10Y | +78.9% | +215.9% | -137.0% | +18.1% |
| All | +78.9% | +226.2% | -147.3% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling