+67.8%
ZETA vs FE
+11.4%
+56.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.4% |
| 7D | +2.7% | +1.9% | +0.7% | +3.9% |
| 30D | +15.8% | -1.2% | +17.0% | +14.9% |
| 3M | +35.4% | +3.5% | +31.9% | +39.1% |
| 6M | +67.1% | -6.1% | +73.2% | +58.8% |
| YTD | +54.1% | +7.6% | +46.4% | +66.8% |
| 1Y | +67.8% | +11.9% | +55.9% | +80.9% |
| All | +67.8% | +11.4% | +56.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling