+297.3%
ZETA vs FITB
+136.2%
+161.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +2.8% |
| 7D | +6.2% | -1.1% | +7.3% | +7.1% |
| 30D | -2.0% | +7.3% | -9.4% | -6.6% |
| 3M | +21.7% | -4.0% | +25.7% | +24.7% |
| 6M | +89.1% | +11.9% | +77.2% | +72.7% |
| YTD | +59.3% | +19.0% | +40.3% | +37.9% |
| 1Y | +66.2% | +31.0% | +35.1% | +33.9% |
| 3Y | +297.3% | +143.8% | +153.5% | +135.5% |
| All | +297.3% | +136.2% | +161.1% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling