+312.3%
ZETA vs FHN
+48.8%
+263.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +18.1% | +2.1% | +16.0% | +17.1% |
| 30D | +13.6% | +3.8% | +9.8% | +11.9% |
| 3M | +23.7% | -8.9% | +32.7% | +28.3% |
| 6M | +128.5% | +1.8% | +126.7% | +126.6% |
| YTD | +80.1% | +0.6% | +79.5% | +79.6% |
| 1Y | +98.0% | +12.9% | +85.1% | +88.8% |
| 3Y | +348.6% | +126.4% | +222.2% | +254.0% |
| 5Y | +286.6% | +62.3% | +224.3% | +232.3% |
| All | +312.3% | +48.8% | +263.4% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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