+1,081.9%
FIX vs ZETA
+227.1%
+854.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.3% | -4.3% | -10.4% |
| 7D | -27.2% | -10.0% | -17.3% | -26.0% |
| 30D | -46.9% | -10.6% | -36.4% | -46.0% |
| 3M | -44.4% | +8.9% | -53.3% | -45.4% |
| 6M | -50.9% | +65.1% | -116.0% | -55.7% |
| YTD | +3.5% | +44.8% | -41.3% | -5.6% |
| 1Y | -2.1% | +47.8% | -49.9% | -11.2% |
| 3Y | +418.7% | +248.8% | +170.0% | +288.6% |
| 5Y | +894.6% | +220.3% | +674.2% | +613.9% |
| All | +1,081.9% | +227.1% | +854.9% | +749.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling