+22.7%
C vs ZETA
+61.6%
-39.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.8% |
| 7D | -0.9% | +6.2% | -7.1% | -1.8% |
| 30D | -5.4% | -2.0% | -3.4% | -5.2% |
| 3M | -9.2% | +21.7% | -30.9% | -12.0% |
| 6M | -1.8% | +89.1% | -91.0% | -12.4% |
| YTD | +6.7% | +59.3% | -52.6% | -4.0% |
| All | +22.7% | +61.6% | -39.0% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling