+220.3%
ZETA vs FN
+148.3%
+72.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.2% | +7.0% | -2.9% |
| 7D | -10.0% | -16.0% | +6.0% | -5.6% |
| 30D | -10.6% | -40.1% | +29.5% | +3.4% |
| 3M | +8.9% | -43.9% | +52.8% | +25.8% |
| 6M | +65.1% | -55.6% | +120.7% | +98.2% |
| YTD | +44.8% | -35.7% | +80.5% | +41.5% |
| 1Y | +47.8% | -39.8% | +87.6% | +47.5% |
| 3Y | +248.8% | +80.3% | +168.5% | +92.6% |
| 5Y | +220.3% | +143.3% | +77.0% | +25.4% |
| All | +220.3% | +148.3% | +72.0% | +25.4% |
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