+115.0%
B vs ZETA
+241.7%
-126.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.3% |
| 7D | +2.3% | -2.4% | +4.8% | +2.5% |
| 30D | +1.4% | +15.6% | -14.2% | +0.3% |
| 3M | +12.2% | +41.5% | -29.3% | +9.5% |
| 6M | -2.1% | +63.4% | -65.6% | -5.5% |
| YTD | +2.9% | +51.3% | -48.4% | -0.4% |
| 1Y | +55.3% | +65.8% | -10.5% | +49.1% |
| 3Y | +198.7% | +279.2% | -80.5% | +168.4% |
| 5Y | +153.8% | +341.8% | -188.0% | +119.5% |
| All | +115.0% | +241.7% | -126.7% | +93.6% |
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