+78.9%
ZTS vs FLEX
+658.8%
-579.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.4% |
| 7D | -7.4% | +2.2% | -9.7% | -7.8% |
| 30D | +9.9% | -32.6% | +42.5% | +15.3% |
| 3M | +10.3% | -35.5% | +45.8% | +16.0% |
| 6M | +9.2% | -45.6% | +54.7% | +16.2% |
| YTD | -32.9% | +30.7% | -63.6% | -41.4% |
| 1Y | -29.7% | +28.4% | -58.1% | -38.6% |
| 3Y | -49.0% | +301.7% | -350.6% | -67.2% |
| 5Y | -59.3% | +473.3% | -532.5% | -76.5% |
| 10Y | +78.9% | +651.7% | -572.8% | -13.3% |
| All | +78.9% | +658.8% | -579.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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