+53.9%
F vs ZETA
+329.5%
-275.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +2.0% |
| 7D | +5.3% | +2.7% | +2.7% | +4.9% |
| 30D | +4.6% | +15.8% | -11.2% | +2.3% |
| 3M | -3.7% | +35.4% | -39.1% | -8.2% |
| 6M | +16.8% | +67.1% | -50.3% | +7.2% |
| YTD | +15.3% | +54.1% | -38.8% | +6.3% |
| 1Y | +31.0% | +67.8% | -36.8% | +18.4% |
| 3Y | +45.4% | +311.4% | -266.0% | +0.7% |
| All | +53.9% | +329.5% | -275.5% | +3.9% |
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 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