+200.2%
ZTS vs FLUT
+16.0%
+184.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -1.0% | -6.5% | +5.4% | -0.5% |
| 30D | +10.8% | +2.8% | +8.0% | +10.5% |
| 3M | +14.1% | -13.5% | +27.5% | +15.2% |
| 6M | +0.8% | -19.0% | +19.7% | +2.2% |
| YTD | -33.1% | -61.9% | +28.8% | -28.3% |
| 1Y | -30.0% | -63.2% | +33.2% | -24.9% |
| 3Y | -49.5% | -46.0% | -3.5% | -47.8% |
| 5Y | -60.2% | -51.8% | -8.5% | -59.3% |
| 10Y | +77.0% | -26.1% | +103.1% | +78.7% |
| All | +200.2% | +16.0% | +184.2% | +191.8% |
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