+90.3%
ZETA vs FDX
+65.6%
+24.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.0% |
| 7D | -5.0% | +8.1% | -13.1% | -6.3% |
| 30D | -3.3% | +13.9% | -17.3% | -5.7% |
| 3M | +31.0% | +5.5% | +25.5% | +29.9% |
| 6M | +72.2% | +15.1% | +57.0% | +65.4% |
| YTD | +56.2% | +43.2% | +13.0% | +20.1% |
| 1Y | +90.3% | +65.0% | +25.3% | +29.0% |
| All | +90.3% | +65.6% | +24.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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