-63.7%
ZTS vs FLNC
-70.4%
+6.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | -3.7% | -4.1% | +0.3% | -3.7% |
| 30D | -0.8% | -24.8% | +24.0% | -0.1% |
| 3M | -9.7% | -59.1% | +49.4% | -7.8% |
| 6M | -38.4% | -42.0% | +3.6% | -38.4% |
| YTD | -41.1% | -49.8% | +8.7% | -41.3% |
| 1Y | -50.6% | +43.1% | -93.7% | -55.3% |
| 3Y | -59.1% | -61.0% | +1.8% | -61.5% |
| All | -63.7% | -70.4% | +6.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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