+246.3%
ZETA vs FDS
-4.8%
+251.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | +0.9% |
| 7D | -2.4% | -5.4% | +2.9% | +1.0% |
| 30D | +15.6% | +1.6% | +14.0% | +14.3% |
| 3M | +41.5% | +17.7% | +23.8% | +26.8% |
| 6M | +63.4% | +29.1% | +34.4% | +38.1% |
| YTD | +51.3% | +1.0% | +50.3% | +46.8% |
| 1Y | +65.8% | -21.6% | +87.4% | +86.0% |
| 3Y | +279.2% | -30.1% | +309.3% | +347.0% |
| 5Y | +341.8% | -20.7% | +362.5% | +437.2% |
| All | +246.3% | -4.8% | +251.1% | +347.5% |
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 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