+294.9%
ZETA vs FDX
+74.7%
+220.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | +18.1% | +5.2% | +12.9% | +15.3% |
| 30D | +13.6% | +11.3% | +2.3% | +7.8% |
| 3M | +23.7% | -4.1% | +27.8% | +25.9% |
| 6M | +128.5% | +9.6% | +118.8% | +115.8% |
| YTD | +80.1% | +40.9% | +39.2% | +46.9% |
| 1Y | +98.0% | +53.0% | +45.0% | +54.7% |
| 3Y | +348.6% | +74.1% | +274.5% | +211.3% |
| All | +294.9% | +74.7% | +220.3% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling