+8.8%
F vs ZETA
+306.8%
-298.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.3% |
| 7D | -3.1% | +18.1% | -21.2% | -5.4% |
| 30D | 0.0% | +13.6% | -13.5% | -1.9% |
| 3M | -13.2% | +23.7% | -36.9% | -16.1% |
| 6M | -10.2% | +128.5% | -138.7% | -20.9% |
| YTD | -4.9% | +80.1% | -85.0% | -14.4% |
| 1Y | -6.1% | +98.0% | -104.1% | -16.7% |
| 3Y | +46.0% | +348.6% | -302.6% | +1.7% |
| 5Y | -15.7% | +286.6% | -302.3% | -43.8% |
| All | +8.8% | +306.8% | -298.0% | -25.6% |
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 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