-79.1%
FIG vs ZETA
+100.1%
-179.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -2.0% |
| 7D | -16.3% | +2.7% | -19.0% | -17.8% |
| 30D | -14.3% | +15.8% | -30.1% | -21.3% |
| 3M | +7.2% | +35.4% | -28.3% | -10.5% |
| 6M | -18.6% | +67.1% | -85.7% | -39.5% |
| YTD | -35.5% | +54.1% | -89.5% | -50.9% |
| 1Y | -55.8% | +67.8% | -123.6% | -67.7% |
| All | -79.1% | +100.1% | -179.2% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling