+264.7%
ZETA vs FFIV
+64.0%
+200.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +2.8% |
| 7D | +6.2% | -2.1% | +8.3% | +8.1% |
| 30D | -2.0% | -33.8% | +31.8% | +30.0% |
| 3M | +21.7% | -20.6% | +42.3% | +37.7% |
| 6M | +89.1% | -10.2% | +99.4% | +93.4% |
| YTD | +59.3% | +24.5% | +34.8% | +23.2% |
| 1Y | +66.2% | +29.3% | +36.9% | +24.5% |
| 3Y | +297.3% | +103.8% | +193.5% | +102.6% |
| 5Y | +227.5% | +40.9% | +186.6% | +112.5% |
| All | +264.7% | +64.0% | +200.7% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling