+1,027.6%
FIX vs ZETA
+281.0%
+746.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +9.4% | +18.1% | -8.7% | +6.3% |
| 30D | -27.8% | +13.6% | -41.3% | -29.3% |
| 3M | -35.6% | +23.7% | -59.3% | -38.1% |
| 6M | -45.2% | +128.5% | -173.7% | -53.7% |
| YTD | +19.5% | +80.1% | -60.6% | +4.1% |
| 1Y | +24.2% | +98.0% | -73.8% | +6.1% |
| 3Y | +494.2% | +348.6% | +145.6% | +310.4% |
| All | +1,027.6% | +281.0% | +746.6% | +624.3% |
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