-59.0%
ZTS vs FLR
+56.0%
-114.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | -0.1% |
| 7D | -3.8% | -3.1% | -0.6% | -3.5% |
| 30D | -2.0% | +4.9% | -7.0% | -2.4% |
| 3M | -10.2% | +10.8% | -21.0% | -11.4% |
| 6M | -39.4% | +19.7% | -59.1% | -40.6% |
| YTD | -40.8% | +38.4% | -79.2% | -42.6% |
| 1Y | -50.1% | +34.7% | -84.8% | -51.6% |
| All | -59.0% | +56.0% | -114.9% | -64.3% |
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