-43.3%
DOW vs ZETA
+235.0%
-278.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.9% |
| 7D | -1.4% | -3.7% | +2.3% | -1.1% |
| 30D | -3.9% | +5.7% | -9.6% | -4.5% |
| 3M | -12.7% | +50.4% | -63.1% | -16.2% |
| 6M | -13.7% | +65.5% | -79.1% | -18.5% |
| YTD | +28.4% | +48.3% | -19.9% | +22.0% |
| 1Y | +21.8% | +45.4% | -23.6% | +15.4% |
| 3Y | -35.7% | +270.8% | -306.5% | -47.3% |
| 5Y | -36.8% | +336.1% | -373.0% | -50.7% |
| All | -43.3% | +235.0% | -278.2% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling