-50.3%
ZTS vs FTV
+15.4%
-65.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -4.5% | -5.2% | +0.7% | -3.0% |
| 30D | -3.3% | -11.5% | +8.2% | +0.3% |
| 3M | -9.7% | -9.0% | -0.7% | -7.7% |
| 6M | -38.8% | -2.0% | -36.8% | -39.2% |
| YTD | -41.2% | -0.9% | -40.2% | -42.0% |
| 1Y | -50.3% | +14.8% | -65.1% | -54.2% |
| All | -50.3% | +15.4% | -65.7% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling