-66.1%
FLUT vs ZM
+12.1%
-78.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -3.6% | -2.7% | -0.8% | -2.9% |
| 30D | -0.3% | -10.0% | +9.7% | +2.5% |
| 3M | -12.6% | +1.6% | -14.2% | -13.8% |
| 6M | -8.0% | +25.0% | -33.0% | -14.5% |
| YTD | -54.1% | +10.6% | -64.7% | -56.4% |
| 1Y | -66.1% | +14.0% | -80.1% | -67.8% |
| All | -66.1% | +12.1% | -78.2% | -67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling