+46.0%
F vs ZETA
+311.4%
-265.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +1.9% |
| 7D | +5.3% | +2.7% | +2.7% | +5.0% |
| 30D | +4.6% | +15.8% | -11.2% | +3.0% |
| 3M | -3.7% | +35.4% | -39.1% | -6.8% |
| 6M | +16.8% | +67.1% | -50.3% | +10.1% |
| YTD | +15.3% | +54.1% | -38.8% | +9.1% |
| 1Y | +31.0% | +67.8% | -36.8% | +22.3% |
| All | +46.0% | +311.4% | -265.4% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling