+114.0%
C vs ZETA
+247.9%
-133.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.2% |
| 7D | +3.6% | +2.7% | +1.0% | +3.3% |
| 30D | +0.1% | +15.8% | -15.8% | -1.8% |
| 3M | +2.4% | +35.4% | -33.0% | -1.7% |
| 6M | +24.9% | +67.1% | -42.2% | +16.3% |
| YTD | +19.8% | +54.1% | -34.2% | +12.1% |
| 1Y | +44.9% | +67.8% | -23.0% | +33.4% |
| 3Y | +263.0% | +311.4% | -48.4% | +191.2% |
| 5Y | +129.5% | +324.8% | -195.3% | +76.0% |
| All | +114.0% | +247.9% | -133.9% | +67.5% |
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 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