+30.5%
DOW vs ZETA
+61.8%
-31.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -2.4% | -6.5% | +4.1% | -2.1% |
| 30D | -4.1% | +4.8% | -8.9% | -4.3% |
| 3M | -12.4% | +53.3% | -65.8% | -14.5% |
| 6M | -10.6% | +66.8% | -77.4% | -13.5% |
| YTD | +31.1% | +50.2% | -19.1% | +28.0% |
| 1Y | +30.5% | +62.0% | -31.5% | +26.0% |
| All | +30.5% | +61.8% | -31.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling