-48.6%
ZTS vs FLR
+37.2%
-85.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.6% |
| 7D | +1.0% | +10.1% | -9.1% | +0.4% |
| 30D | +12.4% | -0.5% | +12.9% | +12.4% |
| 3M | +13.6% | -4.8% | +18.4% | +13.8% |
| 6M | +9.3% | +10.7% | -1.4% | +7.2% |
| YTD | -32.6% | +25.0% | -57.5% | -34.0% |
| 1Y | -30.0% | +8.3% | -38.3% | -30.9% |
| All | -48.6% | +37.2% | -85.8% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling