-1.6%
F vs ZETA
+61.6%
-63.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.8% | +0.1% |
| 7D | -0.6% | +6.2% | -6.9% | -1.3% |
| 30D | +2.9% | -2.0% | +4.9% | +3.0% |
| 3M | -9.5% | +21.7% | -31.2% | -12.0% |
| 6M | +4.0% | +89.1% | -85.1% | -4.7% |
| YTD | -1.3% | +59.3% | -60.6% | -8.5% |
| All | -1.6% | +61.6% | -63.2% | -9.2% |
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