+312.3%
ZETA vs FDS
+9.6%
+302.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +18.1% | +1.5% | +16.6% | +17.2% |
| 30D | +13.6% | +14.8% | -1.3% | +3.8% |
| 3M | +23.7% | +16.3% | +7.5% | +11.4% |
| 6M | +128.5% | +66.2% | +62.3% | +64.3% |
| YTD | +80.1% | +16.2% | +63.9% | +58.5% |
| 1Y | +98.0% | +21.8% | +76.2% | +68.4% |
| 3Y | +348.6% | -23.9% | +372.5% | +399.3% |
| 5Y | +286.6% | -23.1% | +309.7% | +292.8% |
| All | +312.3% | +9.6% | +302.7% | +383.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling