+202.6%
ZTS vs FTI
+101.0%
+101.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.0% | +5.4% | -4.4% | +0.4% |
| 30D | +12.4% | -8.2% | +20.6% | +13.3% |
| 3M | +13.6% | -13.7% | +27.3% | +15.2% |
| 6M | +9.3% | -11.2% | +20.5% | +10.3% |
| YTD | -32.6% | +46.0% | -78.6% | -35.8% |
| 1Y | -30.0% | +51.8% | -81.8% | -33.7% |
| 3Y | -48.7% | +206.7% | -255.5% | -55.8% |
| 5Y | -59.3% | +862.0% | -921.3% | -70.2% |
| 10Y | +79.8% | +182.3% | -102.5% | +42.8% |
| All | +202.6% | +101.0% | +101.6% | +148.2% |
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