-9.3%
FLUT vs ZBRA
+435.2%
-444.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.6% |
| 7D | +0.4% | -3.4% | +3.9% | +1.1% |
| 30D | +2.5% | -7.4% | +9.9% | +4.0% |
| 3M | -9.2% | +57.5% | -66.8% | -17.9% |
| 6M | -8.2% | +64.0% | -72.2% | -17.9% |
| YTD | -53.2% | +44.3% | -97.5% | -57.1% |
| 1Y | -65.6% | +10.9% | -76.5% | -66.9% |
| 3Y | -43.6% | +37.5% | -81.1% | -48.3% |
| 5Y | -50.3% | -39.7% | -10.6% | -52.8% |
| All | -9.3% | +435.2% | -444.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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