+632.4%
GEV vs ZETA
+176.4%
+456.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +3.8% |
| 7D | +1.6% | -3.7% | +5.4% | +2.2% |
| 30D | -7.9% | +5.7% | -13.7% | -8.8% |
| 3M | +5.6% | +50.4% | -44.8% | -1.4% |
| 6M | +13.1% | +65.5% | -52.4% | +2.7% |
| YTD | +46.7% | +48.3% | -1.6% | +34.3% |
| 1Y | +51.3% | +45.4% | +5.9% | +37.9% |
| All | +632.4% | +176.4% | +456.1% | +663.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling