+280.3%
ZETA vs FLNC
-69.8%
+350.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | +0.5% |
| 7D | -0.1% | -4.2% | +4.1% | +0.6% |
| 30D | +10.5% | -20.0% | +30.5% | +15.1% |
| 3M | +44.3% | -56.9% | +101.2% | +67.2% |
| 6M | +59.4% | -35.5% | +95.0% | +59.5% |
| YTD | +49.5% | -48.8% | +98.3% | +52.9% |
| 1Y | +62.7% | +49.3% | +13.4% | +21.5% |
| 3Y | +274.6% | -61.8% | +336.4% | +231.4% |
| All | +280.3% | -69.8% | +350.0% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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