-49.4%
ZTS vs FRMI
-78.1%
+28.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | +0.2% |
| 7D | -3.7% | +7.4% | -11.2% | -3.6% |
| 30D | -0.8% | -27.6% | +26.9% | -1.2% |
| 3M | -9.7% | -20.9% | +11.1% | -9.9% |
| 6M | -38.4% | -36.6% | -1.8% | -38.7% |
| YTD | -41.1% | -31.3% | -9.8% | -41.2% |
| All | -49.4% | -78.1% | +28.7% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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