+278.3%
ZETA vs FLR
+61.1%
+217.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | +15.6% | -0.7% | +16.2% | +15.6% |
| 3M | +41.5% | +14.3% | +27.2% | +32.5% |
| 6M | +63.4% | +25.6% | +37.8% | +44.7% |
| YTD | +51.3% | +42.9% | +8.4% | +27.0% |
| 1Y | +65.8% | +38.7% | +27.1% | +41.1% |
| All | +278.3% | +61.1% | +217.2% | +166.5% |
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