-50.6%
FLUT vs ZBH
-31.0%
-19.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -2.6% | -4.9% | +2.3% | -0.9% |
| 30D | +5.4% | -3.2% | +8.6% | +6.6% |
| 3M | -10.8% | +5.8% | -16.6% | -12.7% |
| 6M | -9.2% | +2.0% | -11.2% | -10.3% |
| YTD | -53.8% | +5.8% | -59.6% | -55.0% |
| 1Y | -66.0% | -7.9% | -58.0% | -65.4% |
| 3Y | -44.7% | -19.4% | -25.3% | -41.9% |
| 5Y | -50.6% | -29.5% | -21.1% | -47.6% |
| All | -50.6% | -31.0% | -19.6% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling