+3.1%
FERG vs ZETA
+84.8%
-81.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.5% |
| 7D | +7.7% | -5.0% | +12.7% | +8.1% |
| 30D | +11.5% | -3.3% | +14.8% | +11.6% |
| 3M | -2.4% | +31.0% | -33.4% | -4.8% |
| 6M | -4.0% | +72.2% | -76.1% | -9.1% |
| YTD | +13.4% | +56.2% | -42.8% | +7.2% |
| 1Y | +3.1% | +90.3% | -87.2% | -6.6% |
| All | +3.1% | +84.8% | -81.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling