+18.0%
FLUT vs ZM
+47.0%
-29.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -5.7% | +6.1% | +1.3% |
| 30D | +2.5% | -9.1% | +11.6% | +3.8% |
| 3M | -9.2% | +3.5% | -12.8% | -9.8% |
| 6M | -8.2% | +25.7% | -33.9% | -11.6% |
| YTD | -53.2% | +10.8% | -64.0% | -54.3% |
| 1Y | -65.6% | +12.8% | -78.3% | -66.4% |
| 3Y | -43.6% | +33.1% | -76.7% | -46.6% |
| 5Y | -50.3% | -68.3% | +18.0% | -49.6% |
| All | +18.0% | +47.0% | -29.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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