-62.8%
ZTS vs FITB
+71.1%
-134.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -4.8% | +2.8% | -7.6% | -5.5% |
| 30D | +1.2% | -4.5% | +5.8% | +2.4% |
| 3M | -6.0% | +5.7% | -11.7% | -7.7% |
| 6M | -38.7% | +17.1% | -55.8% | -41.4% |
| YTD | -40.6% | +18.3% | -59.0% | -43.5% |
| 1Y | -50.6% | +23.9% | -74.5% | -53.6% |
| 3Y | -58.7% | +131.1% | -189.8% | -67.8% |
| 5Y | -62.8% | +71.1% | -133.9% | -67.9% |
| All | -62.8% | +71.1% | -134.0% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling