+227.5%
ZETA vs FN
+206.7%
+20.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.9% | -7.4% | +0.8% |
| 7D | +6.2% | +16.3% | -10.1% | +0.6% |
| 30D | -2.0% | -24.7% | +22.7% | +5.5% |
| 3M | +21.7% | -34.9% | +56.6% | +34.6% |
| 6M | +89.1% | -41.1% | +130.2% | +107.4% |
| YTD | +59.3% | -19.6% | +78.9% | +45.1% |
| 1Y | +66.2% | -18.5% | +84.7% | +49.2% |
| 3Y | +297.3% | +119.1% | +178.2% | +107.0% |
| 5Y | +227.5% | +206.9% | +20.5% | +19.9% |
| All | +227.5% | +206.7% | +20.8% | +19.9% |
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