+58.5%
ZETA vs FN
-33.3%
+91.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.7% | -6.4% | +4.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.6% |
| 30D | -8.0% | -34.3% | +26.3% | -6.0% |
| 3M | +21.4% | -39.9% | +61.3% | +24.7% |
| 6M | +80.1% | -51.8% | +131.9% | +86.4% |
| YTD | +52.5% | -28.1% | +80.6% | +41.6% |
| 1Y | +58.5% | -29.1% | +87.6% | +45.7% |
| All | +58.5% | -33.3% | +91.8% | +45.7% |
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