-80.9%
FIG vs ZETA
+94.1%
-175.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | -14.5% | -0.1% | -14.4% | -14.6% |
| 30D | -13.3% | +10.5% | -23.8% | -18.4% |
| 3M | +7.4% | +44.3% | -36.9% | -13.1% |
| 6M | -27.8% | +59.4% | -87.2% | -44.9% |
| YTD | -41.1% | +49.5% | -90.6% | -54.4% |
| 1Y | -58.7% | +62.7% | -121.4% | -69.3% |
| All | -80.9% | +94.1% | -175.1% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling