-2.4%
AGG vs ZETA
+352.7%
-355.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -0.9% | -6.5% | +5.6% | -0.9% |
| 30D | -1.0% | +4.8% | -5.8% | -1.0% |
| 3M | -1.3% | +53.3% | -54.6% | -1.7% |
| 6M | -2.1% | +66.8% | -68.9% | -2.6% |
| YTD | -1.2% | +50.2% | -51.4% | -1.7% |
| 1Y | -0.5% | +62.0% | -62.5% | -1.1% |
| 3Y | +12.4% | +276.4% | -263.9% | +10.3% |
| 5Y | -2.4% | +341.6% | -344.0% | -4.2% |
| All | -2.4% | +352.7% | -355.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling