-59.3%
ZTS vs FTV
+16.9%
-76.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | +11.0% | +18.3% | -7.3% | +3.3% |
| 3M | +10.9% | +9.8% | +1.1% | +6.5% |
| 6M | +0.9% | +12.3% | -11.4% | -4.5% |
| YTD | -33.0% | +23.1% | -56.1% | -39.7% |
| 1Y | -29.6% | +32.5% | -62.1% | -38.8% |
| 3Y | -49.0% | +38.3% | -87.4% | -58.3% |
| All | -59.3% | +16.9% | -76.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling