+136.1%
FAST vs ZETA
+259.8%
-123.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +2.7% |
| 7D | +3.8% | +6.2% | -2.4% | +3.4% |
| 30D | +8.1% | -2.0% | +10.1% | +8.1% |
| 3M | +5.8% | +21.7% | -15.9% | +4.1% |
| 6M | +24.9% | +89.1% | -64.3% | +18.3% |
| YTD | +38.9% | +59.3% | -20.4% | +32.6% |
| 1Y | +36.5% | +66.2% | -29.7% | +29.6% |
| 3Y | +98.1% | +297.3% | -199.2% | +67.0% |
| 5Y | +109.3% | +227.5% | -118.2% | +73.3% |
| All | +136.1% | +259.8% | -123.7% | +99.8% |
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