+290.4%
ZETA vs FLUT
-41.5%
+331.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | +15.8% | +7.7% | +8.1% | +11.5% |
| 3M | +35.4% | -0.7% | +36.1% | +33.1% |
| 6M | +67.1% | -11.2% | +78.3% | +72.4% |
| YTD | +54.1% | -53.4% | +107.5% | +106.8% |
| 1Y | +67.8% | -65.8% | +133.6% | +152.8% |
| All | +290.4% | -41.5% | +331.9% | +411.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling