+400.9%
APP vs ZETA
+259.8%
+141.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.5% | +0.3% | +3.1% |
| 7D | +79.2% | +6.2% | +72.9% | +74.1% |
| 30D | +48.0% | -2.0% | +50.0% | +48.6% |
| 3M | +18.2% | +21.7% | -3.5% | +7.8% |
| 6M | -12.5% | +89.1% | -101.6% | -33.5% |
| YTD | -39.2% | +59.3% | -98.5% | -50.7% |
| 1Y | -33.9% | +66.2% | -100.0% | -47.5% |
| 3Y | +933.3% | +297.3% | +636.0% | +432.3% |
| 5Y | +295.9% | +227.5% | +68.4% | +92.3% |
| All | +400.9% | +259.8% | +141.0% | +115.8% |
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