+98.0%
ZETA vs FDS
+25.7%
+72.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.6% |
| 3M | +23.7% | +16.3% | +7.5% | +11.3% |
| 6M | +128.5% | +66.2% | +62.3% | +61.9% |
| YTD | +80.1% | +16.2% | +63.9% | +50.3% |
| 1Y | +98.0% | +21.8% | +76.2% | +59.2% |
| All | +98.0% | +25.7% | +72.3% | +59.2% |
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