+4.9%
FSLR vs ZETA
+62.1%
-57.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.5% |
| 7D | +6.8% | -2.4% | +9.3% | +7.1% |
| 30D | -14.7% | +15.6% | -30.3% | -16.4% |
| 3M | -22.6% | +41.5% | -64.1% | -26.3% |
| 6M | +12.7% | +63.4% | -50.7% | +5.0% |
| YTD | -18.4% | +51.3% | -69.7% | -22.8% |
| 1Y | +4.9% | +65.8% | -60.9% | -4.0% |
| All | +4.9% | +62.1% | -57.2% | -4.0% |
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 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