-62.4%
ZTS vs FTV
+1.8%
-64.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -3.8% | -1.3% | -2.5% | -3.2% |
| 30D | -2.0% | -9.5% | +7.5% | +2.3% |
| 3M | -10.2% | -10.9% | +0.7% | -6.0% |
| 6M | -39.4% | -0.6% | -38.8% | -39.8% |
| YTD | -40.8% | +1.4% | -42.2% | -42.1% |
| 1Y | -50.1% | +17.6% | -67.8% | -54.6% |
| 3Y | -58.9% | -3.3% | -55.6% | -59.9% |
| 5Y | -62.4% | -0.1% | -62.2% | -65.1% |
| All | -62.4% | +1.8% | -64.2% | -65.1% |
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