+348.6%
ZETA vs FFIV
+95.4%
+253.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | +0.2% |
| 7D | +18.1% | -0.5% | +18.7% | +18.6% |
| 30D | +13.6% | -32.4% | +46.0% | +44.2% |
| 3M | +23.7% | -25.7% | +49.4% | +44.8% |
| 6M | +128.5% | -13.5% | +142.0% | +136.5% |
| YTD | +80.1% | +21.1% | +59.0% | +41.2% |
| 1Y | +98.0% | +29.4% | +68.6% | +47.2% |
| 3Y | +348.6% | +94.9% | +253.7% | +154.9% |
| All | +348.6% | +95.4% | +253.2% | +154.9% |
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