+65.8%
ZETA vs FLUT
-66.0%
+131.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -2.4% | +3.8% | -6.3% | -4.4% |
| 30D | +15.6% | +6.3% | +9.3% | +11.1% |
| 3M | +41.5% | -4.0% | +45.5% | +41.1% |
| 6M | +63.4% | -10.3% | +73.7% | +68.7% |
| YTD | +51.3% | -53.2% | +104.5% | +128.2% |
| 1Y | +65.8% | -65.0% | +130.8% | +198.3% |
| All | +65.8% | -66.0% | +131.8% | +198.3% |
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