-26.7%
ZTS vs FLUT
-63.1%
+36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +7.9% |
| 7D | +15.4% | +4.2% | +11.3% | +14.6% |
| 30D | +25.8% | +8.0% | +17.8% | +24.1% |
| 3M | +18.1% | -22.1% | +40.2% | +21.8% |
| 6M | -19.7% | -21.7% | +1.9% | -17.4% |
| YTD | -27.5% | -62.0% | +34.5% | -19.6% |
| 1Y | -26.7% | -63.2% | +36.4% | -18.6% |
| All | -26.7% | -63.1% | +36.4% | -18.6% |
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