+344.5%
ZETA vs FANG
+232.6%
+111.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | +2.9% | -6.6% | -4.4% |
| 30D | +5.7% | +2.6% | +3.1% | +5.0% |
| 3M | +50.4% | +7.6% | +42.9% | +46.7% |
| 6M | +65.5% | +17.3% | +48.1% | +56.1% |
| YTD | +48.3% | +38.7% | +9.6% | +32.2% |
| 1Y | +45.4% | +51.6% | -6.3% | +25.3% |
| 3Y | +270.8% | +50.0% | +220.8% | +207.6% |
| All | +344.5% | +232.6% | +111.9% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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