+279.2%
ZETA vs FHN
+134.1%
+145.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -2.4% | +2.7% | -5.1% | -4.1% |
| 30D | +15.6% | -3.1% | +18.7% | +17.8% |
| 3M | +41.5% | +2.3% | +39.2% | +39.0% |
| 6M | +63.4% | +9.7% | +53.7% | +52.7% |
| YTD | +51.3% | +4.7% | +46.6% | +46.0% |
| 1Y | +65.8% | +13.8% | +52.1% | +51.2% |
| 3Y | +279.2% | +131.6% | +147.6% | +127.1% |
| All | +279.2% | +134.1% | +145.0% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling