+113.2%
FSLR vs ZETA
+306.8%
-193.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | -14.8% | +18.1% | -32.9% | -17.0% |
| 30D | -4.3% | +13.6% | -17.9% | -6.3% |
| 3M | -23.4% | +23.7% | -47.1% | -26.0% |
| 6M | -26.9% | +128.5% | -155.4% | -36.0% |
| YTD | -34.4% | +80.1% | -114.5% | -41.2% |
| 1Y | -33.2% | +98.0% | -131.2% | -41.1% |
| 3Y | +28.1% | +348.6% | -320.5% | -7.1% |
| 5Y | +54.5% | +286.6% | -232.1% | +6.2% |
| All | +113.2% | +306.8% | -193.6% | +41.1% |
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