+105.3%
FAST vs ZETA
+281.0%
-175.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.5% |
| 7D | +4.2% | +18.1% | -14.0% | +2.7% |
| 30D | +6.7% | +13.6% | -6.9% | +5.5% |
| 3M | +8.0% | +23.7% | -15.7% | +5.9% |
| 6M | +27.4% | +128.5% | -101.1% | +18.1% |
| YTD | +40.5% | +80.1% | -39.6% | +32.0% |
| 1Y | +38.4% | +98.0% | -59.6% | +28.8% |
| 3Y | +98.7% | +348.6% | -249.9% | +60.2% |
| All | +105.3% | +281.0% | -175.6% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling