+67.8%
ZETA vs FDS
-17.4%
+85.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -2.1% |
| 7D | +2.7% | -1.9% | +4.6% | +3.8% |
| 30D | +15.8% | +9.0% | +6.8% | +10.4% |
| 3M | +35.4% | +18.9% | +16.6% | +22.3% |
| 6M | +67.1% | +35.1% | +32.0% | +40.4% |
| YTD | +54.1% | +5.5% | +48.6% | +35.2% |
| 1Y | +67.8% | -16.8% | +84.6% | +55.2% |
| All | +67.8% | -17.4% | +85.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling