+174.6%
ZTS vs FLR
-2.6%
+177.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.0% | +5.4% | -7.4% | -2.4% |
| 30D | +1.9% | +11.4% | -9.5% | +0.7% |
| 3M | -4.0% | +11.4% | -15.4% | -5.4% |
| 6M | -39.1% | +16.6% | -55.8% | -40.3% |
| YTD | -38.8% | +41.7% | -80.5% | -41.1% |
| 1Y | -49.6% | +35.4% | -85.0% | -51.3% |
| 3Y | -59.0% | +57.3% | -116.3% | -61.7% |
| 5Y | -61.8% | +241.0% | -302.7% | -66.9% |
| 10Y | +61.4% | +16.6% | +44.8% | +55.7% |
| All | +174.6% | -2.6% | +177.3% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling