+242.2%
ZETA vs FLUT
-47.8%
+290.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -0.1% | -2.6% | +2.5% | +1.1% |
| 30D | +10.5% | +5.4% | +5.1% | +7.3% |
| 3M | +44.3% | -10.8% | +55.1% | +49.3% |
| 6M | +59.4% | -9.2% | +68.6% | +63.3% |
| YTD | +49.5% | -53.8% | +103.3% | +103.7% |
| 1Y | +62.7% | -66.0% | +128.6% | +151.1% |
| 3Y | +274.6% | -44.7% | +319.3% | +357.4% |
| 5Y | +349.3% | -50.6% | +399.9% | +371.9% |
| All | +242.2% | -47.8% | +290.0% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling