+354.8%
ZETA vs FND
-61.0%
+415.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | +0.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +15.6% | -23.6% | +39.1% | +30.2% |
| 3M | +41.5% | +4.3% | +37.2% | +35.7% |
| 6M | +63.4% | -20.3% | +83.7% | +76.7% |
| YTD | +51.3% | -21.3% | +72.6% | +63.9% |
| 1Y | +65.8% | -45.4% | +111.2% | +113.6% |
| 3Y | +279.2% | -48.9% | +328.1% | +356.3% |
| All | +354.8% | -61.0% | +415.8% | +505.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling