+63.0%
ZETA vs FLUT
-63.7%
+126.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.3% |
| 7D | +6.2% | -6.5% | +12.7% | +9.0% |
| 30D | -2.0% | +2.8% | -4.8% | -3.9% |
| 3M | +21.7% | -13.5% | +35.2% | +27.6% |
| 6M | +89.1% | -19.0% | +108.1% | +99.7% |
| YTD | +59.3% | -61.9% | +121.2% | +177.5% |
| All | +63.0% | -63.7% | +126.7% | +196.2% |
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