+201.1%
ZTS vs FLUT
+21.0%
+180.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | -7.4% | +4.5% | -12.0% | -7.8% |
| 30D | +9.9% | +9.2% | +0.7% | +9.0% |
| 3M | +10.3% | -13.7% | +24.0% | +11.5% |
| 6M | +9.2% | -9.0% | +18.2% | +9.7% |
| YTD | -32.9% | -60.2% | +27.3% | -28.4% |
| 1Y | -29.7% | -63.1% | +33.4% | -24.6% |
| 3Y | -49.0% | -42.5% | -6.5% | -47.5% |
| 5Y | -59.3% | -47.6% | -11.7% | -58.5% |
| 10Y | +78.9% | -22.9% | +101.8% | +80.0% |
| All | +201.1% | +21.0% | +180.2% | +191.6% |
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 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