+17.4%
FLUT vs ZM
+55.9%
-38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.4% | -2.7% |
| 7D | -1.6% | +2.9% | -4.6% | -2.1% |
| 30D | +7.7% | +0.7% | +7.1% | +7.5% |
| 3M | -0.7% | -3.7% | +3.0% | -0.4% |
| 6M | -11.2% | +29.9% | -41.0% | -14.8% |
| YTD | -53.4% | +17.4% | -70.9% | -54.8% |
| 1Y | -65.8% | +22.4% | -88.2% | -67.0% |
| 3Y | -44.9% | +41.3% | -86.2% | -48.4% |
| 5Y | -49.7% | -66.0% | +16.3% | -49.5% |
| All | +17.4% | +55.9% | -38.5% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling