+457.2%
ASX vs ZETA
+247.9%
+209.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.8% |
| 7D | -0.7% | +2.7% | -3.4% | -1.1% |
| 30D | +2.0% | +15.8% | -13.8% | -0.3% |
| 3M | -1.3% | +35.4% | -36.8% | -6.3% |
| 6M | +71.4% | +67.1% | +4.3% | +56.2% |
| YTD | +135.3% | +54.1% | +81.3% | +115.3% |
| 1Y | +267.5% | +67.8% | +199.7% | +228.8% |
| 3Y | +388.5% | +311.4% | +77.1% | +242.0% |
| 5Y | +417.1% | +324.8% | +92.3% | +242.5% |
| All | +457.2% | +247.9% | +209.3% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling