+205.7%
ZTS vs FTI
+105.1%
+100.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.8% |
| 7D | +5.6% | +4.3% | +1.3% | +5.1% |
| 30D | +12.1% | -4.7% | +16.7% | +12.5% |
| 3M | +11.3% | -13.5% | +24.8% | +12.9% |
| 6M | +14.3% | -8.7% | +23.0% | +15.0% |
| YTD | -31.9% | +49.0% | -80.9% | -35.3% |
| 1Y | -29.3% | +54.0% | -83.3% | -33.1% |
| 3Y | -48.0% | +211.6% | -259.7% | -55.3% |
| 5Y | -58.9% | +881.9% | -940.8% | -70.0% |
| 10Y | +81.7% | +188.1% | -106.4% | +44.0% |
| All | +205.7% | +105.1% | +100.6% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling