+249.0%
ZETA vs FE
+50.6%
+198.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.5% |
| 30D | -8.0% | +5.2% | -13.2% | -9.0% |
| 3M | +21.4% | 0.0% | +21.4% | +21.3% |
| 6M | +80.1% | +5.0% | +75.1% | +77.3% |
| YTD | +52.5% | +7.9% | +44.6% | +48.0% |
| 1Y | +58.5% | +6.3% | +52.1% | +54.5% |
| 3Y | +281.7% | +46.0% | +235.7% | +228.4% |
| 5Y | +237.3% | +45.6% | +191.6% | +189.6% |
| All | +249.0% | +50.6% | +198.5% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling