+252.6%
ZETA vs FHN
+56.7%
+196.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.1% |
| 30D | +15.8% | -4.7% | +20.5% | +18.0% |
| 3M | +35.4% | +3.5% | +31.9% | +33.5% |
| 6M | +67.1% | +7.8% | +59.3% | +61.9% |
| YTD | +54.1% | +5.9% | +48.2% | +50.5% |
| 1Y | +67.8% | +12.5% | +55.4% | +60.3% |
| 3Y | +311.4% | +117.2% | +194.2% | +224.0% |
| 5Y | +324.8% | +86.5% | +238.3% | +249.4% |
| All | +252.6% | +56.7% | +196.0% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling