-66.1%
FLUT vs ZCMD
-99.9%
+33.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -3.6% | -2.0% | -1.5% | -3.6% |
| 30D | -0.3% | -19.8% | +19.5% | -0.4% |
| 3M | -12.6% | -62.1% | +49.4% | -13.0% |
| 6M | -8.0% | -99.5% | +91.5% | -6.3% |
| YTD | -54.1% | -99.7% | +45.6% | -52.1% |
| 1Y | -66.1% | -99.9% | +33.8% | -64.9% |
| All | -66.1% | -99.9% | +33.8% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling