-44.4%
FLUT vs ZM
+46.7%
-91.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | +3.4% | -7.0% | +10.4% | +5.3% |
| 3M | -12.5% | -15.2% | +2.7% | -8.8% |
| 6M | -18.5% | -16.8% | -1.7% | -15.2% |
| YTD | -61.6% | +5.4% | -67.0% | -63.1% |
| 1Y | -64.1% | +9.3% | -73.4% | -65.9% |
| All | -44.4% | +46.7% | -91.1% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling