+291.9%
ZETA vs FGI
-4.4%
+296.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.6% | -4.2% |
| 7D | +2.7% | +0.5% | +2.1% | +2.6% |
| 30D | +15.8% | +65.4% | -49.6% | +13.1% |
| 3M | +35.4% | +23.5% | +11.9% | +32.9% |
| 6M | +67.1% | +60.5% | +6.6% | +60.9% |
| YTD | +54.1% | +30.0% | +24.1% | +49.2% |
| 1Y | +67.8% | +82.1% | -14.2% | +60.7% |
| All | +291.9% | -4.4% | +296.3% | +290.6% |
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