+105.3%
FAST vs ZETA
+232.9%
-127.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +6.9% | -8.0% | +14.9% | +7.5% |
| 3M | +4.8% | +21.4% | -16.6% | +3.0% |
| 6M | +19.8% | +80.1% | -60.3% | +13.2% |
| YTD | +34.9% | +52.5% | -17.6% | +28.5% |
| 1Y | +32.8% | +58.5% | -25.7% | +25.9% |
| 3Y | +93.7% | +281.7% | -187.9% | +58.6% |
| All | +105.3% | +232.9% | -127.6% | +67.2% |
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