+243.8%
ZETA vs FWONK
+117.4%
+126.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | -6.5% | -1.5% | -4.9% | -5.6% |
| 30D | +4.8% | -6.8% | +11.6% | +9.2% |
| 3M | +53.3% | +7.7% | +45.6% | +45.5% |
| 6M | +66.8% | +11.0% | +55.8% | +55.0% |
| YTD | +50.2% | -3.1% | +53.3% | +50.9% |
| 1Y | +62.0% | -3.5% | +65.5% | +62.7% |
| 3Y | +276.4% | +44.6% | +231.7% | +179.7% |
| 5Y | +341.6% | +98.3% | +243.4% | +149.8% |
| All | +243.8% | +117.4% | +126.3% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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