+69.3%
FERG vs ZETA
+341.5%
-272.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -15.1% | +10.5% | -25.5% | -16.1% |
| 3M | -4.8% | +44.3% | -49.1% | -9.0% |
| 6M | -2.5% | +59.4% | -61.9% | -8.4% |
| YTD | +1.8% | +49.5% | -47.7% | -4.2% |
| 1Y | -0.3% | +62.7% | -63.0% | -7.7% |
| 3Y | +52.9% | +274.6% | -221.7% | +20.8% |
| 5Y | +69.3% | +349.3% | -280.0% | +23.8% |
| All | +69.3% | +341.5% | -272.2% | +23.8% |
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