+1,146.3%
FIX vs ZETA
+244.4%
+901.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.2% | +4.6% |
| 7D | -17.5% | -0.4% | -17.0% | -17.3% |
| 30D | -41.6% | -8.0% | -33.5% | -40.8% |
| 3M | -40.6% | +21.4% | -62.0% | -42.6% |
| 6M | -49.4% | +80.1% | -129.5% | -54.9% |
| YTD | +9.2% | +52.5% | -43.3% | -1.3% |
| 1Y | +6.5% | +58.5% | -52.0% | -4.5% |
| 3Y | +448.7% | +281.7% | +167.1% | +305.7% |
| 5Y | +948.7% | +237.3% | +711.4% | +646.8% |
| All | +1,146.3% | +244.4% | +901.9% | +788.4% |
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