+85.9%
ZTS vs FTV
+109.0%
-23.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | +3.7% | -2.7% | -0.6% |
| 30D | +12.4% | +16.8% | -4.4% | +4.8% |
| 3M | +13.6% | +10.4% | +3.2% | +8.5% |
| 6M | +9.3% | +12.8% | -3.5% | +2.9% |
| YTD | -32.6% | +23.3% | -55.9% | -39.6% |
| 1Y | -30.0% | +31.0% | -61.0% | -39.1% |
| 3Y | -48.7% | +38.6% | -87.3% | -57.7% |
| 5Y | -59.3% | +17.6% | -76.9% | -64.2% |
| All | +85.9% | +109.0% | -23.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling