+58.8%
ZTS vs FLUT
-10.4%
+69.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -3.8% | -2.6% | -1.2% | -3.5% |
| 30D | -2.0% | +5.4% | -7.4% | -2.6% |
| 3M | -10.2% | -10.8% | +0.6% | -9.4% |
| 6M | -39.4% | -9.2% | -30.2% | -39.1% |
| YTD | -40.8% | -53.8% | +13.0% | -36.9% |
| 1Y | -50.1% | -66.0% | +15.9% | -45.5% |
| 3Y | -58.9% | -44.7% | -14.2% | -57.5% |
| 5Y | -62.4% | -50.6% | -11.8% | -61.8% |
| 10Y | +58.8% | -10.4% | +69.2% | +62.3% |
| All | +58.8% | -10.4% | +69.2% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling