+98.0%
ZETA vs FLR
+8.4%
+89.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +18.1% | +5.4% | +12.7% | +16.5% |
| 30D | +13.6% | +2.8% | +10.7% | +12.7% |
| 3M | +23.7% | -6.4% | +30.1% | +25.6% |
| 6M | +128.5% | +8.8% | +119.7% | +116.3% |
| YTD | +80.1% | +23.6% | +56.5% | +52.8% |
| 1Y | +98.0% | +13.8% | +84.2% | +76.3% |
| All | +98.0% | +8.4% | +89.6% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling