+157.5%
FTNT vs ZETA
+356.2%
-198.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.4% |
| 7D | +5.7% | +26.5% | -20.7% | +1.1% |
| 30D | -32.1% | +10.3% | -42.4% | -33.3% |
| 3M | -19.5% | +30.5% | -50.0% | -23.3% |
| 6M | +13.8% | +129.4% | -115.6% | -2.0% |
| YTD | +63.1% | +83.1% | -20.0% | +44.1% |
| 1Y | +57.7% | +82.1% | -24.4% | +39.1% |
| All | +157.5% | +356.2% | -198.6% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling