+118.2%
B vs ZETA
+247.9%
-129.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.9% |
| 7D | -1.6% | +2.7% | -4.2% | -1.8% |
| 30D | +9.4% | +15.8% | -6.4% | +8.3% |
| 3M | +5.0% | +35.4% | -30.4% | +2.7% |
| 6M | -3.5% | +67.1% | -70.7% | -7.0% |
| YTD | +4.5% | +54.1% | -49.6% | +0.9% |
| 1Y | +67.8% | +67.8% | 0.0% | +60.9% |
| 3Y | +196.7% | +311.4% | -114.7% | +165.6% |
| 5Y | +151.9% | +324.8% | -172.9% | +118.6% |
| All | +118.2% | +247.9% | -129.8% | +96.2% |
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