+67.8%
ZETA vs FN
+17.1%
+50.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.3% |
| 7D | +2.7% | -1.7% | +4.3% | +2.8% |
| 30D | +15.8% | -22.0% | +37.8% | +18.0% |
| 3M | +35.4% | -43.0% | +78.4% | +42.2% |
| 6M | +67.1% | -27.7% | +94.9% | +64.7% |
| YTD | +54.1% | -10.5% | +64.6% | +38.6% |
| 1Y | +67.8% | +12.5% | +55.3% | +39.6% |
| All | +67.8% | +17.1% | +50.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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