+290.4%
ZETA vs FFIV
+140.3%
+150.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.7% |
| 7D | +2.7% | -1.0% | +3.6% | +3.3% |
| 30D | +15.8% | -5.1% | +20.9% | +20.0% |
| 3M | +35.4% | -4.5% | +39.9% | +39.5% |
| 6M | +67.1% | +36.5% | +30.6% | +28.7% |
| YTD | +54.1% | +53.0% | +1.1% | +8.5% |
| 1Y | +67.8% | +24.2% | +43.6% | +37.5% |
| All | +290.4% | +140.3% | +150.1% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling