+408.9%
ZETA vs FRSH
-72.5%
+481.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | -6.6% | +2.9% | -0.4% |
| 30D | +5.7% | +2.1% | +3.6% | +4.4% |
| 3M | +50.4% | +29.0% | +21.5% | +31.3% |
| 6M | +65.5% | +48.6% | +16.8% | +35.1% |
| YTD | +48.3% | -2.9% | +51.2% | +48.3% |
| 1Y | +45.4% | -7.9% | +53.3% | +49.3% |
| 3Y | +270.8% | -46.5% | +317.3% | +366.9% |
| All | +408.9% | -72.5% | +481.4% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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