-43.5%
FLUT vs ZBH
-20.1%
-23.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.5% |
| 7D | +3.8% | -5.2% | +9.0% | +5.1% |
| 30D | +6.3% | -2.4% | +8.7% | +7.0% |
| 3M | -4.0% | +8.3% | -12.3% | -5.7% |
| 6M | -10.3% | +0.7% | -10.9% | -10.9% |
| YTD | -53.2% | +5.3% | -58.5% | -53.9% |
| 1Y | -65.0% | -9.1% | -56.0% | -64.7% |
| All | -43.5% | -20.1% | -23.4% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling