-83.6%
FIG vs ZETA
+140.8%
-224.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.8% | -2.6% |
| 7D | -14.3% | +18.8% | -33.0% | -22.5% |
| 30D | -13.6% | +12.6% | -26.2% | -19.5% |
| 3M | -23.7% | +29.5% | -53.2% | -34.8% |
| 6M | -5.4% | +128.6% | -134.0% | -40.8% |
| YTD | -49.2% | +85.5% | -134.7% | -65.5% |
| 1Y | -57.4% | +90.6% | -148.0% | -71.5% |
| All | -83.6% | +140.8% | -224.4% | -90.2% |
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