+252.6%
ZETA vs FITB
+59.4%
+193.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +2.7% | +0.6% | +2.0% | +2.2% |
| 30D | +15.8% | -4.7% | +20.6% | +19.2% |
| 3M | +35.4% | +6.7% | +28.7% | +29.4% |
| 6M | +67.1% | +12.6% | +54.6% | +53.6% |
| YTD | +54.1% | +19.1% | +34.9% | +36.4% |
| 1Y | +67.8% | +22.6% | +45.2% | +46.0% |
| 3Y | +311.4% | +127.1% | +184.3% | +148.3% |
| 5Y | +324.8% | +71.8% | +253.0% | +227.0% |
| All | +252.6% | +59.4% | +193.2% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling