+65.1%
ZETA vs FN
-54.4%
+119.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -14.2% | +7.0% | -6.8% |
| 7D | -10.0% | -16.0% | +6.0% | -9.6% |
| 30D | -10.6% | -40.1% | +29.5% | -11.0% |
| 3M | +8.9% | -43.9% | +52.8% | +8.9% |
| 6M | +65.1% | -55.6% | +120.7% | +62.9% |
| All | +65.1% | -54.4% | +119.5% | +62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling