+281.7%
ZETA vs FE
+42.7%
+239.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.3% |
| 7D | -0.4% | -1.0% | +0.6% | -0.5% |
| 30D | -8.0% | +4.1% | -12.2% | -8.1% |
| 3M | +21.4% | -1.0% | +22.4% | +21.4% |
| 6M | +80.1% | +4.0% | +76.1% | +79.1% |
| YTD | +52.5% | +6.8% | +45.7% | +49.8% |
| 1Y | +58.5% | +5.3% | +53.2% | +56.3% |
| 3Y | +281.7% | +44.6% | +237.1% | +214.8% |
| All | +281.7% | +42.7% | +239.0% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling