-35.5%
DOW vs ZETA
+346.9%
-382.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -2.9% | -2.4% | -0.5% | -2.8% |
| 30D | +2.0% | +15.6% | -13.6% | +0.5% |
| 3M | -12.5% | +41.5% | -54.0% | -15.7% |
| 6M | -9.2% | +63.4% | -72.6% | -14.2% |
| YTD | +30.8% | +51.3% | -20.5% | +24.0% |
| 1Y | +29.4% | +65.8% | -36.4% | +20.9% |
| 3Y | -34.6% | +279.2% | -313.7% | -46.7% |
| All | -35.5% | +346.9% | -382.4% | -50.4% |
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 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