+413.0%
ZETA vs FRSH
-72.4%
+485.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | -0.1% | -9.6% | +9.5% | +5.2% |
| 30D | +10.5% | -0.4% | +10.9% | +10.5% |
| 3M | +44.3% | +27.2% | +17.1% | +26.8% |
| 6M | +59.4% | +42.2% | +17.2% | +33.1% |
| YTD | +49.5% | -2.6% | +52.1% | +49.2% |
| 1Y | +62.7% | -10.2% | +72.8% | +68.9% |
| 3Y | +274.6% | -45.5% | +320.2% | +367.6% |
| All | +413.0% | -72.4% | +485.4% | +550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling