+151.2%
JPM vs ZETA
+239.2%
-87.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.3% | -6.5% | +4.1% | -1.8% |
| 30D | -2.3% | +4.8% | -7.2% | -2.8% |
| 3M | +14.9% | +53.3% | -38.5% | +10.1% |
| 6M | +23.6% | +66.8% | -43.2% | +16.9% |
| YTD | +11.3% | +50.2% | -38.9% | +5.8% |
| 1Y | +19.9% | +62.0% | -42.1% | +12.7% |
| 3Y | +162.6% | +276.4% | -113.8% | +118.2% |
| 5Y | +154.6% | +341.6% | -187.0% | +102.9% |
| All | +151.2% | +239.2% | -87.9% | +98.5% |
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 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