-11.0%
FLUT vs ZS
+517.5%
-528.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.6% |
| 7D | -1.6% | -7.8% | +6.2% | -0.7% |
| 30D | +7.7% | +5.0% | +2.7% | +6.8% |
| 3M | -0.7% | +25.5% | -26.3% | -3.9% |
| 6M | -11.2% | +8.7% | -19.9% | -13.8% |
| YTD | -53.4% | -24.5% | -28.9% | -52.9% |
| 1Y | -65.8% | -36.7% | -29.1% | -64.7% |
| 3Y | -44.9% | +7.2% | -52.1% | -46.7% |
| 5Y | -49.7% | -40.9% | -8.8% | -51.5% |
| All | -11.0% | +517.5% | -528.5% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling