+90.3%
ZETA vs FLUT
-63.1%
+153.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.5% |
| 7D | -5.0% | +4.2% | -9.1% | -7.1% |
| 30D | -3.3% | +8.0% | -11.3% | -7.3% |
| 3M | +31.0% | -22.1% | +53.1% | +43.2% |
| 6M | +72.2% | -21.7% | +93.9% | +85.4% |
| YTD | +56.2% | -62.0% | +118.1% | +151.7% |
| 1Y | +90.3% | -63.2% | +153.5% | +211.0% |
| All | +90.3% | -63.1% | +153.4% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling