+239.5%
ZETA vs FLR
+172.0%
+67.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.7% |
| 7D | -3.7% | -3.5% | -0.2% | -2.5% |
| 30D | +5.7% | +4.2% | +1.5% | +4.2% |
| 3M | +50.4% | +8.1% | +42.4% | +43.9% |
| 6M | +65.5% | +21.5% | +43.9% | +48.8% |
| YTD | +48.3% | +36.8% | +11.5% | +27.4% |
| 1Y | +45.4% | +31.2% | +14.2% | +26.9% |
| 3Y | +270.8% | +53.9% | +216.9% | +183.7% |
| 5Y | +336.1% | +243.0% | +93.1% | +155.2% |
| All | +239.5% | +172.0% | +67.5% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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