-1.6%
AGG vs ZETA
+235.0%
-236.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | -0.1% |
| 7D | -1.1% | -3.7% | +2.7% | -1.0% |
| 30D | -1.1% | +5.7% | -6.9% | -1.2% |
| 3M | -1.9% | +50.4% | -52.4% | -2.3% |
| 6M | -1.7% | +65.5% | -67.2% | -2.2% |
| YTD | -1.3% | +48.3% | -49.6% | -1.7% |
| 1Y | -0.7% | +45.4% | -46.1% | -1.2% |
| 3Y | +12.5% | +270.8% | -258.3% | +10.5% |
| 5Y | -2.5% | +336.1% | -338.6% | -4.1% |
| All | -1.6% | +235.0% | -236.5% | -3.3% |
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