+324.5%
ZETA vs FDS
+10.3%
+314.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +4.9% | +6.0% |
| 7D | +18.8% | -2.1% | +20.9% | +20.1% |
| 30D | +12.6% | +16.0% | -3.4% | +2.3% |
| 3M | +29.5% | +18.8% | +10.7% | +15.1% |
| 6M | +128.6% | +54.1% | +74.5% | +71.8% |
| YTD | +85.5% | +17.0% | +68.5% | +62.6% |
| 1Y | +90.6% | +25.5% | +65.1% | +59.1% |
| 3Y | +358.0% | -23.3% | +381.3% | +407.5% |
| 5Y | +282.0% | -22.6% | +304.6% | +286.6% |
| All | +324.5% | +10.3% | +314.2% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling