+606.9%
GEV vs ZETA
+179.9%
+427.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -2.9% |
| 7D | -1.9% | -6.5% | +4.6% | -1.0% |
| 30D | -8.7% | +4.8% | -13.5% | -9.5% |
| 3M | +6.6% | +53.3% | -46.7% | -0.8% |
| 6M | +10.2% | +66.8% | -56.6% | 0.0% |
| YTD | +41.6% | +50.2% | -8.5% | +29.4% |
| 1Y | +43.9% | +62.0% | -18.1% | +28.4% |
| All | +606.9% | +179.9% | +427.1% | +635.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling