+242.2%
ZETA vs FDX
+44.6%
+197.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | -0.1% | -2.3% | +2.3% | +1.2% |
| 30D | +10.5% | -4.9% | +15.3% | +13.2% |
| 3M | +44.3% | -6.5% | +50.8% | +48.1% |
| 6M | +59.4% | +6.7% | +52.8% | +51.3% |
| YTD | +49.5% | +33.9% | +15.6% | +25.0% |
| 1Y | +62.7% | +72.2% | -9.5% | +19.1% |
| 3Y | +274.6% | +60.2% | +214.4% | +169.8% |
| 5Y | +349.3% | +62.9% | +286.4% | +198.0% |
| All | +242.2% | +44.6% | +197.6% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling