-45.3%
FLUT vs ZBH
-0.3%
-44.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | +9.3% | +12.5% | -3.2% | +6.1% |
| 3M | -17.5% | +3.9% | -21.4% | -18.4% |
| 6M | -14.6% | +25.4% | -40.0% | -18.8% |
| YTD | -62.3% | +15.7% | -78.0% | -63.7% |
| 1Y | -59.6% | +15.2% | -74.8% | -61.1% |
| 3Y | -45.3% | +0.3% | -45.6% | -49.5% |
| All | -45.3% | -0.3% | -44.9% | -49.5% |
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 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