-51.7%
FIG vs ZETA
+84.8%
-136.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +3.7% |
| 7D | -4.7% | -5.0% | +0.3% | -1.7% |
| 30D | +0.5% | -3.3% | +3.9% | +2.5% |
| 3M | -18.4% | +31.0% | -49.4% | -31.1% |
| 6M | +10.9% | +72.2% | -61.3% | -20.3% |
| YTD | -40.8% | +56.2% | -96.9% | -56.9% |
| 1Y | -51.7% | +90.3% | -142.0% | -65.9% |
| All | -51.7% | +84.8% | -136.5% | -65.9% |
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