+1,663.9%
FLUT vs ZBH
+214.8%
+1,449.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.8% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | +5.0% | +13.6% | -8.5% | +3.3% |
| 3M | -16.4% | +7.1% | -23.5% | -17.2% |
| 6M | -14.6% | +26.1% | -40.7% | -17.0% |
| YTD | -61.9% | +17.2% | -79.1% | -62.7% |
| 1Y | -65.0% | +17.4% | -82.4% | -65.8% |
| 3Y | -44.8% | +2.0% | -46.9% | -45.5% |
| 5Y | -49.9% | -15.0% | -34.9% | -49.8% |
| 10Y | -26.1% | +19.4% | -45.4% | -27.0% |
| All | +1,663.9% | +214.8% | +1,449.1% | +1,608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling