-10.6%
FLUT vs ZS
+498.3%
-509.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.8% |
| 30D | +2.5% | -7.2% | +9.7% | +3.2% |
| 3M | -9.2% | +30.5% | -39.7% | -12.6% |
| 6M | -8.2% | +7.0% | -15.2% | -10.8% |
| YTD | -53.2% | -26.8% | -26.4% | -52.5% |
| 1Y | -65.6% | -42.6% | -23.0% | -64.1% |
| 3Y | -43.6% | -0.3% | -43.3% | -45.0% |
| 5Y | -50.3% | -39.2% | -11.1% | -52.0% |
| All | -10.6% | +498.3% | -509.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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