+294.5%
ZETA vs FDX
+50.0%
+244.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.1% |
| 7D | +13.2% | +0.5% | +12.8% | +13.0% |
| 30D | +6.0% | +9.5% | -3.5% | +1.3% |
| 3M | +27.3% | -1.3% | +28.7% | +27.8% |
| 6M | +104.6% | +5.5% | +99.1% | +96.8% |
| YTD | +72.3% | +38.9% | +33.5% | +41.1% |
| 1Y | +76.3% | +58.8% | +17.5% | +34.3% |
| 3Y | +325.6% | +71.1% | +254.5% | +196.4% |
| 5Y | +254.2% | +76.3% | +177.9% | +144.1% |
| All | +294.5% | +50.0% | +244.5% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling