+68.5%
COST vs ZETA
+269.4%
-200.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.2% | -3.7% | +2.5% | -1.0% |
| 30D | -4.7% | +5.7% | -10.4% | -5.0% |
| 3M | -7.1% | +50.4% | -57.6% | -9.4% |
| 6M | -8.5% | +65.5% | -74.0% | -11.7% |
| YTD | +5.4% | +48.3% | -42.9% | +2.1% |
| 1Y | -5.6% | +45.4% | -51.0% | -8.7% |
| 3Y | +68.5% | +270.8% | -202.3% | +39.6% |
| All | +68.5% | +269.4% | -200.9% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling