+2.4%
ABT vs ZETA
+235.0%
-232.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.3% |
| 7D | -5.9% | -3.7% | -2.2% | -5.8% |
| 30D | -8.1% | +5.7% | -13.8% | -8.3% |
| 3M | +14.5% | +50.4% | -35.9% | +12.7% |
| 6M | -6.3% | +65.5% | -71.7% | -8.3% |
| YTD | -17.1% | +48.3% | -65.4% | -18.7% |
| 1Y | -21.4% | +45.4% | -66.7% | -23.0% |
| 3Y | +5.9% | +270.8% | -264.8% | -4.9% |
| 5Y | -12.8% | +336.1% | -348.9% | -22.4% |
| All | +2.4% | +235.0% | -232.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling