+394.5%
APP vs ZETA
+318.9%
+75.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.6% | -5.3% | -0.5% |
| 7D | +48.9% | +18.8% | +30.2% | +38.1% |
| 30D | +49.4% | +12.6% | +36.8% | +41.8% |
| 3M | +27.0% | +29.5% | -2.5% | +13.2% |
| 6M | -15.4% | +128.6% | -144.0% | -40.4% |
| YTD | -39.9% | +85.5% | -125.4% | -54.2% |
| 1Y | -32.0% | +90.6% | -122.6% | -49.0% |
| 3Y | +824.3% | +358.0% | +466.3% | +349.3% |
| 5Y | +252.4% | +282.0% | -29.6% | +61.0% |
| All | +394.5% | +318.9% | +75.6% | +100.4% |
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