+93.5%
B vs ZETA
+289.2%
-195.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.2% | -14.3% | -6.6% |
| 7D | +7.1% | +13.2% | -6.1% | +6.2% |
| 30D | -3.3% | +6.0% | -9.3% | -3.8% |
| 3M | -2.5% | +27.3% | -29.9% | -4.2% |
| 6M | -7.2% | +104.6% | -111.8% | -11.7% |
| YTD | -7.4% | +72.3% | -79.7% | -11.3% |
| 1Y | +16.4% | +76.3% | -59.9% | +11.3% |
| 3Y | +178.7% | +325.6% | -146.9% | +148.4% |
| 5Y | +121.7% | +254.2% | -132.5% | +93.1% |
| All | +93.5% | +289.2% | -195.7% | +72.5% |
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