+200.7%
ZTS vs FITB
+419.1%
-218.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +11.0% | +7.0% | +4.0% | +9.1% |
| 3M | +10.9% | -4.4% | +15.3% | +12.2% |
| 6M | +0.9% | +11.6% | -10.6% | -2.2% |
| YTD | -33.0% | +18.6% | -51.6% | -36.1% |
| 1Y | -29.6% | +29.8% | -59.4% | -34.5% |
| 3Y | -49.0% | +140.7% | -189.7% | -60.5% |
| 5Y | -59.5% | +48.6% | -108.1% | -65.1% |
| 10Y | +77.0% | +224.4% | -147.4% | +7.8% |
| All | +200.7% | +419.1% | -218.4% | +55.4% |
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 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