+312.3%
ZETA vs FLR
+145.8%
+166.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +18.1% | +5.4% | +12.7% | +15.9% |
| 30D | +13.6% | +2.8% | +10.7% | +12.4% |
| 3M | +23.7% | -6.4% | +30.1% | +26.3% |
| 6M | +128.5% | +8.8% | +119.7% | +115.9% |
| YTD | +80.1% | +23.6% | +56.5% | +59.9% |
| 1Y | +98.0% | +13.8% | +84.2% | +81.4% |
| 3Y | +348.6% | +36.5% | +312.1% | +257.8% |
| 5Y | +286.6% | +119.3% | +167.3% | +155.9% |
| All | +312.3% | +145.8% | +166.5% | +158.0% |
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