+87.8%
ZTS vs FLR
+7.4%
+80.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.6% | +5.4% | +0.2% | +5.2% |
| 30D | +12.1% | +2.8% | +9.2% | +11.8% |
| 3M | +11.3% | -6.4% | +17.7% | +11.6% |
| 6M | +14.3% | +8.8% | +5.5% | +12.8% |
| YTD | -31.9% | +23.6% | -55.5% | -33.4% |
| 1Y | -29.3% | +13.8% | -43.1% | -30.5% |
| 3Y | -48.0% | +36.5% | -84.5% | -50.5% |
| 5Y | -58.9% | +119.3% | -178.2% | -62.4% |
| All | +87.8% | +7.4% | +80.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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