-11.2%
FLUT vs ZM
+37.9%
-49.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.4% | -3.2% |
| 7D | -1.6% | +2.9% | -4.6% | -2.6% |
| 30D | +7.7% | +0.7% | +7.1% | +7.1% |
| 3M | -0.7% | -3.7% | +3.0% | -1.5% |
| 6M | -11.2% | +29.9% | -41.0% | -22.5% |
| All | -11.2% | +37.9% | -49.0% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling