+47.2%
ZETA vs FIGR
+1.6%
+45.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +1.0% |
| 7D | -6.5% | +1.0% | -7.5% | -6.7% |
| 30D | +4.8% | +31.4% | -26.5% | +0.3% |
| 3M | +53.3% | +30.3% | +23.1% | +46.1% |
| 6M | +66.8% | -7.6% | +74.4% | +64.7% |
| YTD | +50.2% | -10.5% | +60.6% | +43.3% |
| All | +47.2% | +1.6% | +45.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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