+242.2%
ZETA vs FDS
-8.0%
+250.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.9% |
| 7D | -0.1% | -8.8% | +8.7% | +5.8% |
| 30D | +10.5% | -1.4% | +11.8% | +11.2% |
| 3M | +44.3% | +13.9% | +30.4% | +31.9% |
| 6M | +59.4% | +27.4% | +32.0% | +35.9% |
| YTD | +49.5% | -2.5% | +51.9% | +48.1% |
| 1Y | +62.7% | -23.8% | +86.5% | +85.5% |
| 3Y | +274.6% | -32.5% | +307.1% | +351.0% |
| 5Y | +349.3% | -23.2% | +372.5% | +459.2% |
| All | +242.2% | -8.0% | +250.2% | +351.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling