+356.2%
ZETA vs FLR
+37.2%
+319.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.5% |
| 7D | +26.5% | +10.1% | +16.4% | +22.3% |
| 30D | +10.3% | -0.5% | +10.7% | +10.4% |
| 3M | +30.5% | -4.8% | +35.4% | +32.4% |
| 6M | +129.4% | +10.7% | +118.6% | +114.9% |
| YTD | +83.1% | +25.0% | +58.2% | +60.8% |
| 1Y | +82.1% | +8.3% | +73.8% | +69.6% |
| All | +356.2% | +37.2% | +319.0% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling