+282.7%
FLEX vs ZETA
+348.6%
-65.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.8% |
| 7D | +7.5% | +18.1% | -10.7% | +4.8% |
| 30D | -25.3% | +13.6% | -38.9% | -26.6% |
| 3M | -39.7% | +23.7% | -63.4% | -41.6% |
| 6M | -47.9% | +128.5% | -176.3% | -54.2% |
| YTD | +24.1% | +80.1% | -56.0% | +11.4% |
| 1Y | +26.0% | +98.0% | -72.0% | +11.0% |
| 3Y | +282.7% | +348.6% | -65.9% | +179.1% |
| All | +282.7% | +348.6% | -65.9% | +179.1% |
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