+252.6%
ZETA vs FLUT
-47.4%
+300.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | +15.8% | +7.7% | +8.1% | +11.4% |
| 3M | +35.4% | -0.7% | +36.1% | +33.2% |
| 6M | +67.1% | -11.2% | +78.3% | +72.7% |
| YTD | +54.1% | -53.4% | +107.5% | +109.2% |
| 1Y | +67.8% | -65.8% | +133.6% | +158.4% |
| 3Y | +311.4% | -44.9% | +356.3% | +402.8% |
| 5Y | +324.8% | -49.7% | +374.5% | +343.5% |
| All | +252.6% | -47.4% | +300.0% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling