+14.4%
FIX vs ZETA
+84.8%
-70.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.6% | -17.7% | -15.2% |
| 7D | -18.9% | -5.0% | -13.9% | -18.7% |
| 30D | -36.3% | -3.3% | -32.9% | -36.2% |
| 3M | -38.5% | +31.0% | -69.5% | -39.2% |
| 6M | -42.3% | +72.2% | -114.4% | -44.2% |
| YTD | +17.1% | +56.2% | -39.1% | +11.9% |
| 1Y | +14.4% | +90.3% | -75.9% | +1.2% |
| All | +14.4% | +84.8% | -70.4% | +1.2% |
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