+58.8%
ZTS vs FITB
+282.4%
-223.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -3.8% | -0.4% | -3.4% | -3.7% |
| 30D | -2.0% | -5.1% | +3.1% | -0.8% |
| 3M | -10.2% | +3.5% | -13.7% | -11.2% |
| 6M | -39.4% | +17.2% | -56.6% | -41.9% |
| YTD | -40.8% | +17.6% | -58.5% | -43.4% |
| 1Y | -50.1% | +23.4% | -73.5% | -53.0% |
| 3Y | -58.9% | +129.7% | -188.6% | -67.4% |
| 5Y | -62.4% | +68.4% | -130.8% | -68.4% |
| 10Y | +58.8% | +285.6% | -226.8% | -1.4% |
| All | +58.8% | +282.4% | -223.6% | -1.4% |
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