+177.8%
FTNT vs ZETA
+306.8%
-128.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +7.1% | +18.1% | -11.1% | +3.4% |
| 30D | -30.9% | +13.6% | -44.5% | -32.6% |
| 3M | -23.1% | +23.7% | -46.8% | -26.4% |
| 6M | +8.1% | +128.5% | -120.4% | -8.9% |
| YTD | +60.2% | +80.1% | -19.9% | +39.7% |
| 1Y | +57.0% | +98.0% | -41.0% | +34.1% |
| 3Y | +152.9% | +348.6% | -195.7% | +60.7% |
| 5Y | +85.9% | +286.6% | -200.7% | +11.4% |
| All | +177.8% | +306.8% | -128.9% | +56.5% |
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