-9.2%
FLUT vs Z
-7.0%
-2.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +1.6% |
| 7D | +3.8% | -3.3% | +7.1% | +4.3% |
| 30D | +6.3% | -3.7% | +10.0% | +6.8% |
| 3M | -4.0% | -7.0% | +2.9% | -3.2% |
| 6M | -10.3% | -29.5% | +19.2% | -5.9% |
| YTD | -53.2% | -52.6% | -0.6% | -48.2% |
| 1Y | -65.0% | -64.0% | -1.0% | -60.0% |
| 3Y | -43.9% | -36.4% | -7.5% | -41.2% |
| 5Y | -49.2% | -65.8% | +16.5% | -46.7% |
| 10Y | -9.2% | -5.8% | -3.4% | -6.4% |
| All | -9.2% | -7.0% | -2.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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