+1,322.9%
FIX vs ZETA
+318.9%
+1,004.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.6% | -2.6% | +3.8% |
| 7D | +6.4% | +18.8% | -12.3% | +3.7% |
| 30D | -29.1% | +12.6% | -41.7% | -30.4% |
| 3M | -31.1% | +29.5% | -60.6% | -34.1% |
| 6M | -42.8% | +128.6% | -171.4% | -51.0% |
| YTD | +24.6% | +85.5% | -60.8% | +9.2% |
| 1Y | +21.9% | +90.6% | -68.7% | +6.2% |
| 3Y | +524.9% | +358.0% | +166.9% | +348.7% |
| 5Y | +1,092.2% | +282.0% | +810.2% | +726.1% |
| All | +1,322.9% | +318.9% | +1,004.0% | +883.0% |
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