+252.6%
ZETA vs FND
-49.5%
+302.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.8% |
| 7D | +2.7% | -5.2% | +7.9% | +4.9% |
| 30D | +15.8% | -19.9% | +35.7% | +27.4% |
| 3M | +35.4% | +2.7% | +32.7% | +31.2% |
| 6M | +67.1% | -21.7% | +88.8% | +82.0% |
| YTD | +54.1% | -17.5% | +71.6% | +63.1% |
| 1Y | +67.8% | -39.3% | +107.1% | +104.3% |
| 3Y | +311.4% | -49.8% | +361.2% | +401.4% |
| 5Y | +324.8% | -60.1% | +384.9% | +416.3% |
| All | +252.6% | -49.5% | +302.2% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling