+281.7%
ZETA vs FDS
-23.2%
+304.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.7% | +9.0% | +7.3% |
| 7D | -0.4% | -0.5% | +0.1% | -0.5% |
| 30D | -8.0% | +20.2% | -28.2% | -17.8% |
| 3M | +21.4% | +19.9% | +1.5% | +8.2% |
| 6M | +80.1% | +56.2% | +23.9% | +37.3% |
| YTD | +52.5% | +14.6% | +37.9% | +34.0% |
| 1Y | +58.5% | +31.6% | +26.9% | +29.6% |
| 3Y | +281.7% | -23.8% | +305.5% | +299.9% |
| All | +281.7% | -23.2% | +304.8% | +299.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling