+90.1%
FAST vs ZETA
+311.4%
-221.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.0% |
| 7D | -0.4% | +2.7% | -3.0% | -0.5% |
| 30D | -0.8% | +15.8% | -16.6% | -1.8% |
| 3M | +5.8% | +35.4% | -29.7% | +3.4% |
| 6M | +8.0% | +67.1% | -59.1% | +3.7% |
| YTD | +25.6% | +54.1% | -28.4% | +20.9% |
| 1Y | +0.8% | +67.8% | -67.0% | -4.0% |
| All | +90.1% | +311.4% | -221.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling