+65.8%
ZETA vs FFIV
+23.1%
+42.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -2.4% | -1.5% | -0.9% | -1.2% |
| 30D | +15.6% | -2.7% | +18.2% | +17.4% |
| 3M | +41.5% | -1.7% | +43.2% | +42.1% |
| 6M | +63.4% | +36.1% | +27.3% | +26.7% |
| YTD | +51.3% | +52.6% | -1.3% | +8.0% |
| 1Y | +65.8% | +21.5% | +44.3% | +30.6% |
| All | +65.8% | +23.1% | +42.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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