+243.8%
ZETA vs FANG
+182.7%
+61.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -6.5% | +1.2% | -7.7% | -6.8% |
| 30D | +4.8% | +2.4% | +2.5% | +4.2% |
| 3M | +53.3% | +5.1% | +48.3% | +50.4% |
| 6M | +66.8% | +16.4% | +50.4% | +57.9% |
| YTD | +50.2% | +39.0% | +11.2% | +34.0% |
| 1Y | +62.0% | +50.6% | +11.4% | +40.3% |
| 3Y | +276.4% | +46.9% | +229.4% | +216.2% |
| 5Y | +341.6% | +238.2% | +103.4% | +191.9% |
| All | +243.8% | +182.7% | +61.1% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling