+294.5%
ZETA vs FHN
+49.0%
+245.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.0% | +8.1% |
| 7D | +13.2% | +0.9% | +12.3% | +12.9% |
| 30D | +6.0% | +2.1% | +3.9% | +5.2% |
| 3M | +27.3% | -6.0% | +33.3% | +30.4% |
| 6M | +104.6% | -2.9% | +107.6% | +106.9% |
| YTD | +72.3% | +0.7% | +71.6% | +71.8% |
| 1Y | +76.3% | +11.0% | +65.3% | +69.3% |
| 3Y | +325.6% | +130.3% | +195.3% | +234.4% |
| 5Y | +254.2% | +61.3% | +193.0% | +204.7% |
| All | +294.5% | +49.0% | +245.5% | +244.9% |
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