+86.0%
FERG vs ZETA
+247.9%
-162.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +2.7% |
| 7D | 0.0% | +2.7% | -2.7% | -0.4% |
| 30D | -10.2% | +15.8% | -26.0% | -11.7% |
| 3M | -0.6% | +35.4% | -36.0% | -4.2% |
| 6M | -6.5% | +67.1% | -73.6% | -12.5% |
| YTD | +4.2% | +54.1% | -49.9% | -2.1% |
| 1Y | -2.3% | +67.8% | -70.1% | -9.5% |
| 3Y | +48.5% | +311.4% | -262.9% | +17.6% |
| 5Y | +72.0% | +324.8% | -252.8% | +29.8% |
| All | +86.0% | +247.9% | -162.0% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling