+375.4%
ZETA vs FGI
-66.3%
+441.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.4% |
| 7D | +26.5% | +13.5% | +13.0% | +26.0% |
| 30D | +10.3% | +17.1% | -6.8% | +9.7% |
| 3M | +30.5% | +78.0% | -47.5% | +25.5% |
| 6M | +129.4% | +46.4% | +82.9% | +121.1% |
| YTD | +83.1% | +47.7% | +35.4% | +73.0% |
| 1Y | +82.1% | +56.8% | +25.3% | +70.8% |
| 3Y | +352.3% | +12.3% | +340.0% | +316.5% |
| All | +375.4% | -66.3% | +441.7% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling