+99.8%
FAST vs ZETA
+361.9%
-262.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.6% | -6.4% | +0.7% |
| 7D | +4.3% | +18.8% | -14.5% | +3.1% |
| 30D | +8.3% | +12.6% | -4.3% | +7.4% |
| 3M | +6.5% | +29.5% | -23.0% | +4.5% |
| 6M | +29.5% | +128.6% | -99.1% | +21.9% |
| YTD | +41.3% | +85.5% | -44.2% | +34.2% |
| 1Y | +37.4% | +90.6% | -53.2% | +30.1% |
| All | +99.8% | +361.9% | -262.2% | +58.7% |
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