+202.4%
ZETA vs FFIV
+39.5%
+163.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.5% |
| 7D | -0.4% | -8.1% | +7.7% | +6.4% |
| 30D | -8.0% | -33.4% | +25.4% | +22.4% |
| 3M | +21.4% | -24.7% | +46.1% | +43.8% |
| 6M | +80.1% | -8.8% | +88.9% | +80.8% |
| YTD | +52.5% | +21.8% | +30.7% | +17.8% |
| 1Y | +58.5% | +25.3% | +33.2% | +19.4% |
| 3Y | +281.7% | +101.2% | +180.5% | +84.5% |
| All | +202.4% | +39.5% | +163.0% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling