-11.0%
FLUT vs ZBH
-17.1%
+6.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -3.6% | -6.6% | +3.0% | -2.1% |
| 30D | -0.3% | -4.9% | +4.6% | +0.9% |
| 3M | -12.6% | +5.1% | -17.7% | -13.7% |
| 6M | -8.0% | +1.3% | -9.3% | -8.5% |
| YTD | -54.1% | +3.4% | -57.5% | -54.6% |
| 1Y | -66.1% | -8.7% | -57.4% | -65.7% |
| 3Y | -45.0% | -21.2% | -23.8% | -43.1% |
| 5Y | -51.2% | -29.2% | -22.0% | -49.1% |
| All | -11.0% | -17.1% | +6.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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