+105.9%
C vs ZETA
+232.9%
-127.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.2% |
| 7D | -2.4% | -0.4% | -1.9% | -2.3% |
| 30D | -6.0% | -8.0% | +2.1% | -5.1% |
| 3M | -10.5% | +21.4% | -31.9% | -13.0% |
| 6M | -5.7% | +80.1% | -85.8% | -13.4% |
| YTD | +4.1% | +52.5% | -48.3% | -3.1% |
| 1Y | +20.5% | +58.5% | -38.0% | +11.4% |
| 3Y | +208.1% | +281.7% | -73.6% | +143.7% |
| All | +105.9% | +232.9% | -127.0% | +56.1% |
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