-59.3%
ZTS vs FTI
+848.3%
-907.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -7.4% | +1.4% | -8.8% | -7.5% |
| 30D | +9.9% | -6.3% | +16.1% | +10.4% |
| 3M | +10.3% | -13.1% | +23.5% | +11.5% |
| 6M | +9.2% | -8.0% | +17.2% | +9.6% |
| YTD | -32.9% | +47.1% | -79.9% | -35.5% |
| 1Y | -29.7% | +50.7% | -80.4% | -32.6% |
| 3Y | -49.0% | +209.0% | -257.9% | -54.5% |
| 5Y | -59.3% | +847.0% | -906.3% | -66.4% |
| All | -59.3% | +848.3% | -907.6% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling