+189.6%
ZTS vs FLEX
+1,391.1%
-1,201.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -4.0% |
| 7D | -0.4% | -19.3% | +18.9% | +2.5% |
| 30D | +11.7% | -41.5% | +53.3% | +20.3% |
| 3M | +3.5% | -43.1% | +46.6% | +11.4% |
| 6M | -27.6% | -48.2% | +20.6% | -22.2% |
| YTD | -35.5% | +15.5% | -51.0% | -42.7% |
| 1Y | -32.1% | +10.2% | -42.3% | -39.4% |
| 3Y | -49.1% | +256.8% | -305.9% | -67.0% |
| 5Y | -61.0% | +408.2% | -469.3% | -77.4% |
| 10Y | +74.4% | +580.9% | -506.5% | -15.2% |
| All | +189.6% | +1,391.1% | -1,201.5% | +21.6% |
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