+88.4%
ZETA vs FRMI
-92.8%
+181.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +17.5% | -9.9% | +6.1% |
| 7D | +18.8% | -0.5% | +19.3% | +18.6% |
| 30D | +12.6% | -44.3% | +56.9% | +17.0% |
| 3M | +29.5% | -74.6% | +104.0% | +41.5% |
| 6M | +128.6% | -66.3% | +194.9% | +137.1% |
| YTD | +85.5% | -77.4% | +162.8% | +98.9% |
| 1Y | +90.6% | -91.7% | +182.3% | +111.9% |
| All | +88.4% | -92.8% | +181.2% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling