-64.1%
FLUT vs Z
-60.5%
-3.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.9% |
| 7D | -1.5% | -6.5% | +5.0% | +0.1% |
| 30D | +3.4% | -0.1% | +3.5% | +1.7% |
| 3M | -12.5% | -14.1% | +1.7% | -8.5% |
| 6M | -18.5% | -30.1% | +11.6% | -8.2% |
| YTD | -61.6% | -57.5% | -4.1% | -49.9% |
| 1Y | -64.1% | -60.3% | -3.8% | -52.4% |
| All | -64.1% | -60.5% | -3.6% | -52.4% |
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 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