+121.5%
FSLR vs ZETA
+318.9%
-197.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.6% | -9.2% | -2.7% |
| 7D | -8.4% | +18.8% | -27.2% | -10.9% |
| 30D | -0.9% | +12.6% | -13.5% | -2.8% |
| 3M | -26.1% | +29.5% | -55.5% | -29.1% |
| 6M | -23.6% | +128.6% | -152.2% | -33.1% |
| YTD | -31.8% | +85.5% | -117.3% | -39.2% |
| 1Y | -32.6% | +90.6% | -123.2% | -40.2% |
| 3Y | +33.0% | +358.0% | -325.0% | -3.8% |
| 5Y | +56.8% | +282.0% | -225.2% | +7.2% |
| All | +121.5% | +318.9% | -197.3% | +46.0% |
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