+465.5%
FLEX vs ZETA
+318.9%
+146.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.6% | -3.8% | +2.5% |
| 7D | +2.2% | +18.8% | -16.5% | -0.5% |
| 30D | -32.6% | +12.6% | -45.3% | -33.9% |
| 3M | -35.5% | +29.5% | -65.0% | -38.2% |
| 6M | -45.6% | +128.6% | -174.2% | -53.0% |
| YTD | +30.7% | +85.5% | -54.8% | +15.1% |
| 1Y | +28.4% | +90.6% | -62.2% | +12.3% |
| 3Y | +301.7% | +358.0% | -56.3% | +176.6% |
| 5Y | +473.3% | +282.0% | +191.3% | +274.8% |
| All | +465.5% | +318.9% | +146.7% | +271.1% |
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 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