+174.6%
ZTS vs FLEX
+2,240.1%
-2,065.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | +1.9% | -10.1% | +12.1% | +3.5% |
| 3M | -4.0% | -31.3% | +27.3% | +0.9% |
| 6M | -39.1% | +71.3% | -110.4% | -48.1% |
| YTD | -38.8% | +81.2% | -120.1% | -48.8% |
| 1Y | -49.6% | +98.5% | -148.1% | -58.9% |
| 3Y | -59.0% | +428.2% | -487.2% | -74.6% |
| 5Y | -61.8% | +657.3% | -719.0% | -78.8% |
| 10Y | +61.4% | +995.9% | -934.5% | -26.5% |
| All | +174.6% | +2,240.1% | -2,065.5% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling