+74.2%
ZTS vs FTV
+90.8%
-16.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -2.0% | -4.5% | +2.5% | 0.0% |
| 30D | +1.9% | -7.1% | +9.0% | +5.2% |
| 3M | -4.0% | -7.2% | +3.2% | -1.2% |
| 6M | -39.1% | -1.5% | -37.6% | -39.2% |
| YTD | -38.8% | +3.5% | -42.3% | -40.6% |
| 1Y | -49.6% | +20.3% | -69.9% | -54.4% |
| 3Y | -59.0% | -3.1% | -55.9% | -59.9% |
| 5Y | -61.8% | +2.3% | -64.1% | -64.2% |
| 10Y | +61.4% | +76.3% | -14.9% | +16.7% |
| All | +74.2% | +90.8% | -16.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling