+252.6%
ZETA vs FFIV
+101.5%
+151.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.7% |
| 7D | +2.7% | -1.0% | +3.6% | +3.4% |
| 30D | +15.8% | -5.1% | +20.9% | +20.2% |
| 3M | +35.4% | -4.5% | +39.9% | +39.7% |
| 6M | +67.1% | +36.5% | +30.6% | +27.4% |
| YTD | +54.1% | +53.0% | +1.1% | +6.9% |
| 1Y | +67.8% | +24.2% | +43.6% | +37.1% |
| 3Y | +311.4% | +137.2% | +174.2% | +97.1% |
| 5Y | +324.8% | +91.8% | +233.0% | +144.5% |
| All | +252.6% | +101.5% | +151.2% | +101.6% |
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 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