+107.2%
FAST vs ZETA
+329.5%
-222.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.1% |
| 7D | -0.4% | +2.7% | -3.0% | -0.6% |
| 30D | -0.8% | +15.8% | -16.6% | -2.0% |
| 3M | +5.8% | +35.4% | -29.7% | +3.0% |
| 6M | +8.0% | +67.1% | -59.1% | +2.9% |
| YTD | +25.6% | +54.1% | -28.4% | +20.0% |
| 1Y | +0.8% | +67.8% | -67.0% | -4.9% |
| 3Y | +86.1% | +311.4% | -225.3% | +53.7% |
| All | +107.2% | +329.5% | -222.3% | +66.7% |
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 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