+137.3%
FAST vs ZETA
+289.2%
-152.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.7% | -0.1% |
| 7D | +4.8% | +13.2% | -8.4% | +3.8% |
| 30D | +8.6% | +6.0% | +2.6% | +8.0% |
| 3M | +5.7% | +27.3% | -21.7% | +3.6% |
| 6M | +25.5% | +104.6% | -79.1% | +18.2% |
| YTD | +39.6% | +72.3% | -32.7% | +32.5% |
| 1Y | +35.5% | +76.3% | -40.8% | +28.1% |
| 3Y | +96.2% | +325.6% | -229.4% | +64.5% |
| 5Y | +110.2% | +254.2% | -144.0% | +73.1% |
| All | +137.3% | +289.2% | -152.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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