+347.2%
ZETA vs FDX
+65.4%
+281.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +2.7% | -2.5% | +5.2% | +4.0% |
| 30D | +15.8% | +3.8% | +12.0% | +13.6% |
| 3M | +35.4% | -1.3% | +36.7% | +35.2% |
| 6M | +67.1% | +5.0% | +62.1% | +59.9% |
| YTD | +54.1% | +39.6% | +14.4% | +25.6% |
| 1Y | +67.8% | +81.1% | -13.3% | +19.0% |
| 3Y | +311.4% | +63.0% | +248.4% | +191.8% |
| All | +347.2% | +65.4% | +281.8% | +244.5% |
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