+252.6%
ZETA vs FCUV
-99.0%
+351.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.7% | +9.6% | -3.9% |
| 7D | +2.7% | +62.8% | -60.2% | +2.0% |
| 30D | +15.8% | +66.5% | -50.7% | +14.8% |
| 3M | +35.4% | +459.9% | -424.5% | +26.9% |
| 6M | +67.1% | -12.4% | +79.5% | +61.1% |
| YTD | +54.1% | -47.5% | +101.6% | +50.1% |
| 1Y | +67.8% | -80.5% | +148.3% | +66.6% |
| 3Y | +311.4% | -97.6% | +409.1% | +310.7% |
| 5Y | +324.8% | -99.5% | +424.3% | +333.7% |
| All | +252.6% | -99.0% | +351.6% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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