+112.5%
C vs ZETA
+241.7%
-129.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +3.2% | -2.4% | +5.6% | +3.4% |
| 30D | +1.3% | +15.6% | -14.3% | -0.5% |
| 3M | +3.1% | +41.5% | -38.4% | -1.5% |
| 6M | +29.6% | +63.4% | -33.8% | +20.9% |
| YTD | +19.0% | +51.3% | -32.4% | +11.5% |
| 1Y | +45.6% | +65.8% | -20.2% | +34.3% |
| 3Y | +269.3% | +279.2% | -9.9% | +198.7% |
| 5Y | +131.6% | +341.8% | -210.2% | +77.4% |
| All | +112.5% | +241.7% | -129.2% | +66.6% |
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