-49.8%
FLUT vs ZBRA
-45.5%
-4.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.7% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +9.3% | -14.0% | +23.3% | +14.5% |
| 3M | -17.5% | -14.7% | -2.8% | -13.5% |
| 6M | -14.6% | +31.3% | -45.9% | -24.5% |
| YTD | -62.3% | +33.4% | -95.7% | -67.0% |
| 1Y | -59.6% | +34.1% | -93.8% | -64.8% |
| 3Y | -45.3% | +59.9% | -105.2% | -57.0% |
| All | -49.8% | -45.5% | -4.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling