+252.6%
ZETA vs FE
+50.2%
+202.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | +2.7% | +1.9% | +0.7% | +2.3% |
| 30D | +15.8% | -1.2% | +17.0% | +16.0% |
| 3M | +35.4% | +3.5% | +31.9% | +34.0% |
| 6M | +67.1% | -6.1% | +73.2% | +69.0% |
| YTD | +54.1% | +7.6% | +46.4% | +49.7% |
| 1Y | +67.8% | +11.9% | +55.9% | +60.6% |
| 3Y | +311.4% | +48.4% | +263.0% | +251.9% |
| 5Y | +324.8% | +44.8% | +280.0% | +264.3% |
| All | +252.6% | +50.2% | +202.5% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling