+52.4%
GEV vs ZETA
+84.8%
-32.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -9.3% |
| 7D | -5.1% | -5.0% | -0.2% | -5.1% |
| 30D | -15.8% | -3.3% | -12.5% | -15.8% |
| 3M | -18.2% | +31.0% | -49.2% | -18.1% |
| 6M | -22.4% | +72.2% | -94.5% | -22.3% |
| YTD | +27.7% | +56.2% | -28.4% | +26.2% |
| 1Y | +52.4% | +90.3% | -37.9% | +45.5% |
| All | +52.4% | +84.8% | -32.4% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling