-64.3%
FLUT vs Z
-58.2%
-6.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -1.2% |
| 7D | -6.5% | -5.2% | -1.3% | -5.2% |
| 30D | +2.8% | +5.7% | -3.0% | -1.1% |
| 3M | -13.5% | -8.7% | -4.7% | -11.7% |
| 6M | -19.0% | -26.0% | +7.0% | -10.8% |
| YTD | -61.9% | -55.0% | -6.8% | -51.3% |
| All | -64.3% | -58.2% | -6.1% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling