+243.8%
ZETA vs FND
-52.9%
+296.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -6.5% | -5.1% | -1.4% | -4.4% |
| 30D | +4.8% | -22.5% | +27.4% | +17.1% |
| 3M | +53.3% | -5.0% | +58.3% | +54.3% |
| 6M | +66.8% | -21.5% | +88.3% | +81.3% |
| YTD | +50.2% | -23.0% | +73.2% | +64.0% |
| 1Y | +62.0% | -44.9% | +106.9% | +106.2% |
| 3Y | +276.4% | -50.0% | +326.3% | +356.4% |
| 5Y | +341.6% | -63.3% | +405.0% | +452.7% |
| All | +243.8% | -52.9% | +296.7% | +307.2% |
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