+312.3%
ZETA vs FND
-52.0%
+364.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.7% |
| 7D | +18.1% | -6.8% | +24.9% | +21.5% |
| 30D | +13.6% | +8.0% | +5.6% | +8.9% |
| 3M | +23.7% | -18.9% | +42.7% | +33.8% |
| 6M | +128.5% | +4.7% | +123.8% | +115.9% |
| YTD | +80.1% | -21.6% | +101.7% | +92.6% |
| 1Y | +98.0% | -22.0% | +120.0% | +112.0% |
| 3Y | +348.6% | -40.4% | +389.0% | +390.4% |
| 5Y | +286.6% | -63.8% | +350.4% | +368.2% |
| All | +312.3% | -52.0% | +364.3% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling