-44.3%
FLUT vs ZS
+2.4%
-46.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -2.0% |
| 7D | -2.6% | -3.8% | +1.2% | -1.8% |
| 30D | +5.4% | -6.0% | +11.4% | +6.3% |
| 3M | -10.8% | +32.0% | -42.8% | -17.6% |
| 6M | -9.2% | +2.1% | -11.4% | -14.1% |
| YTD | -53.8% | -26.2% | -27.7% | -52.3% |
| 1Y | -66.0% | -41.2% | -24.8% | -62.6% |
| All | -44.3% | +2.4% | -46.6% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling