+202.4%
ZETA vs FN
+170.4%
+32.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.7% | -6.4% | +1.7% |
| 7D | -0.4% | 0.0% | -0.4% | -1.1% |
| 30D | -8.0% | -34.3% | +26.3% | +3.4% |
| 3M | +21.4% | -39.9% | +61.3% | +37.6% |
| 6M | +80.1% | -51.8% | +131.9% | +111.3% |
| YTD | +52.5% | -28.1% | +80.6% | +43.9% |
| 1Y | +58.5% | -29.1% | +87.6% | +49.2% |
| 3Y | +281.7% | +102.4% | +179.2% | +102.6% |
| All | +202.4% | +170.4% | +32.1% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling