+241.3%
FTNT vs ZETA
+247.9%
-6.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +0.8% |
| 7D | -5.8% | +2.7% | -8.5% | -6.4% |
| 30D | -4.8% | +15.8% | -20.6% | -7.6% |
| 3M | +4.4% | +35.4% | -31.0% | -2.3% |
| 6M | +88.8% | +67.1% | +21.7% | +68.7% |
| YTD | +96.8% | +54.1% | +42.8% | +77.2% |
| 1Y | +104.5% | +67.8% | +36.6% | +79.2% |
| 3Y | +156.8% | +311.4% | -154.7% | +65.1% |
| 5Y | +144.1% | +324.8% | -180.7% | +46.0% |
| All | +241.3% | +247.9% | -6.6% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling