+424.8%
FLEX vs ZETA
+281.0%
+143.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.7% |
| 7D | +7.5% | +18.1% | -10.7% | +4.3% |
| 30D | -25.3% | +13.6% | -38.9% | -26.9% |
| 3M | -39.7% | +23.7% | -63.4% | -42.0% |
| 6M | -47.9% | +128.5% | -176.3% | -55.5% |
| YTD | +24.1% | +80.1% | -56.0% | +8.7% |
| 1Y | +26.0% | +98.0% | -72.0% | +8.1% |
| 3Y | +282.7% | +348.6% | -65.9% | +150.2% |
| All | +424.8% | +281.0% | +143.8% | +216.2% |
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