+399.7%
FLEX vs ZETA
+244.4%
+155.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.3% | -0.7% | +3.7% |
| 7D | -19.3% | -0.4% | -18.9% | -19.2% |
| 30D | -41.5% | -8.0% | -33.5% | -40.6% |
| 3M | -43.1% | +21.4% | -64.5% | -44.9% |
| 6M | -48.2% | +80.1% | -128.3% | -53.5% |
| YTD | +15.5% | +52.5% | -37.0% | +5.0% |
| 1Y | +10.2% | +58.5% | -48.3% | -0.6% |
| 3Y | +256.8% | +281.7% | -24.8% | +153.1% |
| 5Y | +408.2% | +237.3% | +170.9% | +241.8% |
| All | +399.7% | +244.4% | +155.3% | +238.6% |
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