+0.5%
FERG vs ZETA
+61.8%
-61.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.0% | -6.5% | +5.5% | -0.4% |
| 30D | -11.8% | +4.8% | -16.7% | -12.3% |
| 3M | -1.2% | +53.3% | -54.6% | -5.7% |
| 6M | -2.3% | +66.8% | -69.1% | -8.2% |
| YTD | +0.8% | +50.2% | -49.4% | -4.8% |
| 1Y | +0.5% | +62.0% | -61.6% | -6.4% |
| All | +0.5% | +61.8% | -61.3% | -6.4% |
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