-35.6%
FSLR vs ZETA
+85.8%
-121.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.2% |
| 7D | -12.0% | +26.5% | -38.5% | -14.0% |
| 30D | -7.7% | +10.3% | -17.9% | -8.5% |
| 3M | -24.0% | +30.5% | -54.6% | -26.0% |
| 6M | -24.4% | +129.4% | -153.8% | -29.6% |
| YTD | -34.0% | +83.1% | -117.2% | -36.9% |
| 1Y | -35.6% | +82.1% | -117.7% | -38.6% |
| All | -35.6% | +85.8% | -121.4% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling