+108.8%
FERG vs ZETA
+306.8%
-198.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +9.7% | +18.1% | -8.4% | +7.8% |
| 30D | +15.0% | +13.6% | +1.5% | +13.4% |
| 3M | +3.8% | +23.7% | -20.0% | +1.1% |
| 6M | +10.6% | +128.5% | -117.9% | +0.2% |
| YTD | +17.0% | +80.1% | -63.1% | +7.9% |
| 1Y | +7.1% | +98.0% | -90.9% | -2.4% |
| 3Y | +67.7% | +348.6% | -280.8% | +31.6% |
| 5Y | +76.4% | +286.6% | -210.2% | +33.5% |
| All | +108.8% | +306.8% | -198.0% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling