+2,105.4%
FIX vs ZETA
+329.5%
+1,776.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.6% |
| 7D | +6.0% | +2.7% | +3.4% | +5.5% |
| 30D | -7.2% | +15.8% | -23.1% | -9.7% |
| 3M | -15.9% | +35.4% | -51.3% | -20.7% |
| 6M | +12.7% | +67.1% | -54.4% | +1.1% |
| YTD | +72.8% | +54.1% | +18.7% | +55.7% |
| 1Y | +122.9% | +67.8% | +55.1% | +96.4% |
| 3Y | +774.3% | +311.4% | +462.9% | +529.1% |
| All | +2,105.4% | +329.5% | +1,776.0% | +1,405.2% |
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 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