-26.8%
FLUT vs Z
-16.5%
-10.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +9.3% | +5.2% | +4.1% | +8.0% |
| 3M | -17.5% | -17.0% | -0.4% | -15.4% |
| 6M | -14.6% | -22.7% | +8.0% | -11.7% |
| YTD | -62.3% | -56.3% | -6.0% | -57.8% |
| 1Y | -59.6% | -57.7% | -2.0% | -54.8% |
| 3Y | -45.3% | -16.5% | -28.7% | -44.3% |
| 5Y | -50.4% | -53.4% | +3.0% | -48.2% |
| All | -26.8% | -16.5% | -10.4% | -26.1% |
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