-49.0%
ZTS vs FRMI
-77.3%
+28.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.5% | -14.5% | -2.7% |
| 7D | -4.8% | +23.3% | -28.1% | -4.4% |
| 30D | +1.2% | -7.6% | +8.8% | +1.2% |
| 3M | -6.0% | +0.2% | -6.2% | -6.2% |
| 6M | -38.7% | -28.7% | -10.0% | -38.9% |
| YTD | -40.6% | -28.6% | -12.0% | -40.7% |
| All | -49.0% | -77.3% | +28.3% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling