-41.9%
ACN vs ZETA
+281.1%
-323.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.9% |
| 7D | -4.8% | -2.4% | -2.4% | -4.5% |
| 30D | +1.9% | +15.6% | -13.7% | -0.2% |
| 3M | +3.9% | +41.5% | -37.6% | -1.3% |
| 6M | -15.0% | +63.4% | -78.4% | -21.0% |
| YTD | -31.9% | +51.3% | -83.2% | -36.4% |
| 1Y | -28.5% | +65.8% | -94.3% | -34.1% |
| 3Y | -41.9% | +279.2% | -321.1% | -59.1% |
| All | -41.9% | +281.1% | -323.0% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling