+113.6%
C vs ZETA
+281.0%
-167.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | +4.2% | +18.1% | -13.9% | +2.0% |
| 30D | +2.0% | +13.6% | -11.6% | +0.2% |
| 3M | -10.1% | +23.7% | -33.9% | -12.8% |
| 6M | +1.0% | +128.5% | -127.5% | -10.0% |
| YTD | +8.5% | +80.1% | -71.6% | -1.2% |
| 1Y | +25.7% | +98.0% | -72.3% | +13.0% |
| 3Y | +216.0% | +348.6% | -132.6% | +144.7% |
| All | +113.6% | +281.0% | -167.4% | +56.5% |
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