+264.7%
ZETA vs FHN
+48.8%
+215.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.6% |
| 7D | +6.2% | -0.5% | +6.7% | +6.5% |
| 30D | -2.0% | +1.9% | -4.0% | -2.7% |
| 3M | +21.7% | -6.9% | +28.6% | +25.1% |
| 6M | +89.1% | -3.1% | +92.2% | +91.4% |
| YTD | +59.3% | +0.6% | +58.7% | +58.9% |
| 1Y | +66.2% | +12.4% | +53.8% | +58.9% |
| 3Y | +297.3% | +133.7% | +163.6% | +211.2% |
| 5Y | +227.5% | +61.4% | +166.1% | +181.8% |
| All | +264.7% | +48.8% | +215.9% | +219.0% |
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