+282.0%
ZETA vs FND
-60.6%
+342.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.4% | +7.9% |
| 7D | +18.8% | -4.4% | +23.2% | +21.1% |
| 30D | +12.6% | +14.5% | -1.9% | +5.0% |
| 3M | +29.5% | -15.6% | +45.1% | +38.0% |
| 6M | +128.6% | +4.7% | +123.9% | +115.7% |
| YTD | +85.5% | -16.1% | +101.6% | +92.8% |
| 1Y | +90.6% | -16.0% | +106.6% | +98.0% |
| 3Y | +358.0% | -35.5% | +393.5% | +379.2% |
| 5Y | +282.0% | -60.5% | +342.5% | +433.2% |
| All | +282.0% | -60.6% | +342.6% | +433.2% |
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