+684.2%
FLEX vs ZETA
+247.9%
+436.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.1% |
| 7D | -0.9% | +2.7% | -3.5% | -1.4% |
| 30D | -10.1% | +15.8% | -26.0% | -12.4% |
| 3M | -31.3% | +35.4% | -66.8% | -35.1% |
| 6M | +71.3% | +67.1% | +4.2% | +54.7% |
| YTD | +81.2% | +54.1% | +27.2% | +64.5% |
| 1Y | +98.5% | +67.8% | +30.7% | +76.3% |
| 3Y | +428.2% | +311.4% | +116.8% | +269.0% |
| 5Y | +657.3% | +324.8% | +332.5% | +402.2% |
| All | +684.2% | +247.9% | +436.3% | +430.5% |
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