+324.5%
ZETA vs FDX
+51.5%
+273.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +7.1% |
| 7D | +18.8% | -2.1% | +20.8% | +20.0% |
| 30D | +12.6% | +10.4% | +2.2% | +7.2% |
| 3M | +29.5% | +0.5% | +29.0% | +28.8% |
| 6M | +128.6% | +6.5% | +122.1% | +118.9% |
| YTD | +85.5% | +40.2% | +45.2% | +51.2% |
| 1Y | +90.6% | +52.1% | +38.5% | +48.9% |
| 3Y | +358.0% | +72.8% | +285.2% | +217.5% |
| 5Y | +282.0% | +76.3% | +205.7% | +163.9% |
| All | +324.5% | +51.5% | +273.0% | +176.8% |
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 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