+174.6%
ZTS vs FLUT
+41.7%
+133.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | -2.0% | -1.6% | -0.3% | -1.9% |
| 30D | +1.9% | +7.7% | -5.8% | +1.2% |
| 3M | -4.0% | -0.7% | -3.3% | -4.1% |
| 6M | -39.1% | -11.2% | -28.0% | -38.8% |
| YTD | -38.8% | -53.4% | +14.6% | -35.4% |
| 1Y | -49.6% | -65.8% | +16.2% | -45.7% |
| 3Y | -59.0% | -44.9% | -14.0% | -57.7% |
| 5Y | -61.8% | -49.7% | -12.1% | -61.2% |
| 10Y | +61.4% | -9.7% | +71.2% | +60.5% |
| All | +174.6% | +41.7% | +133.0% | +162.8% |
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