-51.2%
FLUT vs ZBRA
-40.9%
-10.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.6% | -3.8% | +0.2% | -2.4% |
| 30D | -0.3% | -10.2% | +9.9% | +3.0% |
| 3M | -12.6% | +58.7% | -71.3% | -26.8% |
| 6M | -8.0% | +61.9% | -69.9% | -24.1% |
| YTD | -54.1% | +41.7% | -95.8% | -60.3% |
| 1Y | -66.1% | +12.4% | -78.5% | -68.4% |
| 3Y | -45.0% | +34.2% | -79.2% | -53.6% |
| 5Y | -51.2% | -40.8% | -10.5% | -50.4% |
| All | -51.2% | -40.9% | -10.3% | -50.4% |
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