-0.1%
ACN vs ZETA
+289.2%
-289.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.2% | -6.5% | +0.5% |
| 7D | +1.6% | +13.2% | -11.7% | -0.3% |
| 30D | +24.6% | +6.0% | +18.7% | +23.3% |
| 3M | +46.2% | +27.3% | +18.8% | +41.0% |
| 6M | +46.2% | +104.6% | -58.4% | +32.0% |
| YTD | -0.9% | +72.3% | -73.2% | -9.1% |
| 1Y | +8.8% | +76.3% | -67.6% | -0.8% |
| 3Y | -14.3% | +325.6% | -339.9% | -35.6% |
| 5Y | -22.6% | +254.2% | -276.9% | -43.5% |
| All | -0.1% | +289.2% | -289.4% | -28.3% |
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