+128.6%
ZETA vs FRMI
-64.3%
+192.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +17.5% | -9.9% | +6.9% |
| 7D | +18.8% | -0.5% | +19.3% | +18.4% |
| 30D | +12.6% | -44.3% | +56.9% | +13.3% |
| 3M | +29.5% | -74.6% | +104.0% | +28.5% |
| 6M | +128.6% | -66.3% | +194.9% | +121.3% |
| All | +128.6% | -64.3% | +192.9% | +121.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling