+246.9%
FTNT vs ZETA
+239.2%
+7.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +1.6% | -6.5% | +8.1% | +2.9% |
| 30D | -1.9% | +4.8% | -6.7% | -2.8% |
| 3M | +14.4% | +53.3% | -39.0% | +4.5% |
| 6M | +88.7% | +66.8% | +21.8% | +68.7% |
| YTD | +100.0% | +50.2% | +49.9% | +81.0% |
| 1Y | +99.9% | +62.0% | +37.8% | +76.4% |
| 3Y | +147.9% | +276.4% | -128.4% | +62.6% |
| 5Y | +155.8% | +341.6% | -185.8% | +53.4% |
| All | +246.9% | +239.2% | +7.7% | +102.8% |
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