-43.1%
FLUT vs Z
-32.8%
-10.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | +7.7% | -4.2% | +11.9% | +8.9% |
| 3M | -0.7% | -3.7% | +3.0% | -0.2% |
| 6M | -11.2% | -24.5% | +13.4% | -4.8% |
| YTD | -53.4% | -49.3% | -4.1% | -45.1% |
| 1Y | -65.8% | -58.7% | -7.1% | -57.8% |
| All | -43.1% | -32.8% | -10.3% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling