-25.6%
FLUT vs Z
-19.5%
-6.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.5% |
| 7D | -1.5% | -6.5% | +5.0% | -0.7% |
| 30D | +3.4% | -0.1% | +3.5% | +3.1% |
| 3M | -12.5% | -14.1% | +1.7% | -10.7% |
| 6M | -18.5% | -30.1% | +11.6% | -14.4% |
| YTD | -61.6% | -57.5% | -4.1% | -56.9% |
| 1Y | -64.1% | -60.3% | -3.8% | -59.4% |
| 3Y | -44.5% | -21.0% | -23.4% | -43.0% |
| 5Y | -51.3% | -54.9% | +3.6% | -48.9% |
| 10Y | -25.6% | -16.0% | -9.6% | -25.3% |
| All | -25.6% | -19.5% | -6.1% | -25.3% |
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