+948.1%
FIX vs ZETA
+232.9%
+715.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.2% | +4.5% |
| 7D | -17.5% | -0.4% | -17.0% | -17.3% |
| 30D | -41.6% | -8.0% | -33.5% | -40.7% |
| 3M | -40.6% | +21.4% | -62.0% | -42.8% |
| 6M | -49.4% | +80.1% | -129.5% | -55.3% |
| YTD | +9.2% | +52.5% | -43.3% | -2.1% |
| 1Y | +6.5% | +58.5% | -52.0% | -5.3% |
| 3Y | +448.7% | +281.7% | +167.1% | +290.1% |
| All | +948.1% | +232.9% | +715.1% | +603.7% |
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