+319.2%
ZETA vs FLUT
-56.9%
+376.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.5% |
| 7D | +26.5% | -1.2% | +27.7% | +27.1% |
| 30D | +10.3% | +5.0% | +5.3% | +7.5% |
| 3M | +30.5% | -16.4% | +47.0% | +38.2% |
| 6M | +129.4% | -14.6% | +143.9% | +137.7% |
| YTD | +83.1% | -61.9% | +145.0% | +167.5% |
| 1Y | +82.1% | -65.0% | +147.1% | +175.7% |
| 3Y | +352.3% | -44.8% | +397.1% | +451.7% |
| 5Y | +293.1% | -49.9% | +343.0% | +336.7% |
| All | +319.2% | -56.9% | +376.1% | +369.9% |
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