-83.6%
FIG vs ZETA
+137.8%
-221.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | +2.6% | +26.5% | -23.9% | -11.2% |
| 30D | -13.1% | +10.3% | -23.3% | -18.0% |
| 3M | -20.3% | +30.5% | -50.9% | -32.2% |
| 6M | -2.1% | +129.4% | -131.5% | -38.9% |
| YTD | -49.4% | +83.1% | -132.5% | -65.3% |
| 1Y | -57.0% | +82.1% | -139.1% | -70.6% |
| All | -83.6% | +137.8% | -221.5% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling