+325.6%
ZETA vs FGI
-3.4%
+329.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +13.2% | -4.1% | +17.3% | +13.3% |
| 30D | +6.0% | -3.4% | +9.3% | +6.0% |
| 3M | +27.3% | +61.8% | -34.4% | +24.4% |
| 6M | +104.6% | +17.0% | +87.6% | +100.7% |
| YTD | +72.3% | +31.4% | +40.9% | +66.9% |
| 1Y | +76.3% | +42.7% | +33.7% | +70.3% |
| 3Y | +325.6% | -0.1% | +325.7% | +322.5% |
| All | +325.6% | -3.4% | +329.0% | +322.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling