+295.8%
ZETA vs FGI
-70.6%
+366.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.3% |
| 7D | -0.4% | -7.0% | +6.5% | -0.2% |
| 30D | -8.0% | -4.2% | -3.8% | -8.0% |
| 3M | +21.4% | +55.6% | -34.2% | +17.2% |
| 6M | +80.1% | -3.2% | +83.3% | +76.0% |
| YTD | +52.5% | +29.1% | +23.4% | +44.7% |
| 1Y | +58.5% | +51.0% | +7.5% | +48.7% |
| 3Y | +281.7% | +1.5% | +280.2% | +251.3% |
| All | +295.8% | -70.6% | +366.4% | +289.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling