+324.5%
ZETA vs FITB
+59.4%
+265.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +7.4% |
| 7D | +18.8% | -0.6% | +19.3% | +19.3% |
| 30D | +12.6% | +7.0% | +5.6% | +8.0% |
| 3M | +29.5% | -4.8% | +34.2% | +33.0% |
| 6M | +128.6% | +13.5% | +115.0% | +109.2% |
| YTD | +85.5% | +19.1% | +66.4% | +64.0% |
| 1Y | +90.6% | +30.8% | +59.8% | +59.1% |
| 3Y | +358.0% | +141.6% | +216.4% | +167.5% |
| 5Y | +282.0% | +48.3% | +233.7% | +204.8% |
| All | +324.5% | +59.4% | +265.2% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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