+105.5%
B vs ZETA
+281.0%
-175.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -7.3% | +18.1% | -25.4% | -8.4% |
| 30D | -3.3% | +13.6% | -16.9% | -4.3% |
| 3M | -7.8% | +23.7% | -31.5% | -9.3% |
| 6M | -15.5% | +128.5% | -144.0% | -20.4% |
| YTD | -12.3% | +80.1% | -92.4% | -16.4% |
| 1Y | +5.4% | +98.0% | -92.6% | -0.2% |
| 3Y | +165.5% | +348.6% | -183.1% | +133.7% |
| All | +105.5% | +281.0% | -175.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling