-33.3%
ZTS vs FPS
-14.8%
-18.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.8% | +10.3% | +0.3% |
| 7D | +1.0% | +21.6% | -20.6% | +1.5% |
| 30D | +12.4% | -38.8% | +51.2% | +11.2% |
| 3M | +13.6% | -42.1% | +55.7% | +12.5% |
| 6M | +9.3% | -48.5% | +57.8% | +7.2% |
| All | -33.3% | -14.8% | -18.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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