-56.6%
FIG vs ZETA
+61.8%
-118.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -12.2% | -6.5% | -5.7% | -8.4% |
| 30D | -11.0% | +4.8% | -15.8% | -13.7% |
| 3M | +11.9% | +53.3% | -41.5% | -13.9% |
| 6M | -21.9% | +66.8% | -88.7% | -43.0% |
| YTD | -40.8% | +50.2% | -90.9% | -55.3% |
| 1Y | -56.6% | +62.0% | -118.7% | -66.9% |
| All | -56.6% | +61.8% | -118.4% | -66.9% |
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