-3.2%
ACN vs ZETA
+306.8%
-310.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -3.8% | +18.1% | -22.0% | -6.1% |
| 30D | +16.5% | +13.6% | +3.0% | +14.2% |
| 3M | +41.5% | +23.7% | +17.7% | +36.9% |
| 6M | +60.1% | +128.5% | -68.4% | +42.4% |
| YTD | -3.9% | +80.1% | -84.0% | -12.5% |
| 1Y | +4.1% | +98.0% | -93.9% | -6.4% |
| 3Y | -15.9% | +348.6% | -364.4% | -37.3% |
| 5Y | -26.3% | +286.6% | -312.9% | -46.7% |
| All | -3.2% | +306.8% | -310.0% | -31.0% |
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