+98.0%
ZETA vs FGI
+17.8%
+80.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -25.2% | +23.5% | -1.0% |
| 7D | +18.1% | -14.4% | +32.5% | +18.5% |
| 30D | +13.6% | -11.8% | +25.3% | +13.8% |
| 3M | +23.7% | -46.2% | +70.0% | +25.4% |
| 6M | +128.5% | +5.2% | +123.3% | +123.7% |
| YTD | +80.1% | +10.5% | +69.6% | +75.9% |
| 1Y | +98.0% | +25.5% | +72.5% | +85.3% |
| All | +98.0% | +17.8% | +80.2% | +85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling