+116.4%
FSLR vs ZETA
+329.5%
-213.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | -13.7% | +15.8% | -29.5% | -15.8% |
| 3M | -35.1% | +35.4% | -70.5% | -38.4% |
| 6M | +3.6% | +67.1% | -63.5% | -5.6% |
| YTD | -21.7% | +54.1% | -75.8% | -28.4% |
| 1Y | +1.3% | +67.8% | -66.5% | -9.3% |
| 3Y | +9.7% | +311.4% | -301.7% | -21.8% |
| All | +116.4% | +329.5% | -213.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling