+174.6%
ZTS vs FITB
+421.3%
-246.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +1.9% | -4.7% | +6.6% | +3.1% |
| 3M | -4.0% | +6.7% | -10.7% | -5.9% |
| 6M | -39.1% | +12.6% | -51.7% | -41.1% |
| YTD | -38.8% | +19.1% | -57.9% | -41.8% |
| 1Y | -49.6% | +22.6% | -72.2% | -52.5% |
| 3Y | -59.0% | +127.1% | -186.1% | -67.8% |
| 5Y | -61.8% | +71.8% | -133.6% | -68.4% |
| 10Y | +61.4% | +287.2% | -225.7% | -7.6% |
| All | +174.6% | +421.3% | -246.7% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling