-62.4%
ZTS vs FTI
+1,177.2%
-1,239.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.8% | -2.3% | -1.4% | -3.5% |
| 30D | -2.0% | +5.0% | -7.1% | -2.5% |
| 3M | -10.2% | +13.8% | -24.0% | -11.4% |
| 6M | -39.4% | +22.9% | -62.3% | -40.6% |
| YTD | -40.8% | +75.0% | -115.8% | -43.7% |
| 1Y | -50.1% | +96.9% | -147.0% | -53.1% |
| 3Y | -58.9% | +276.7% | -335.6% | -63.7% |
| 5Y | -62.4% | +1,157.0% | -1,219.4% | -69.6% |
| All | -62.4% | +1,177.2% | -1,239.6% | -69.6% |
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