+153.1%
JPM vs ZETA
+348.6%
-195.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.1% |
| 7D | +3.5% | +18.1% | -14.6% | +1.9% |
| 30D | +3.3% | +13.6% | -10.3% | +2.0% |
| 3M | -4.2% | +23.7% | -27.9% | -6.2% |
| 6M | +16.4% | +128.5% | -112.1% | +7.1% |
| YTD | +9.5% | +80.1% | -70.6% | +2.3% |
| 1Y | +14.0% | +98.0% | -84.0% | +5.5% |
| 3Y | +153.1% | +348.6% | -195.5% | +118.1% |
| All | +153.1% | +348.6% | -195.5% | +118.1% |
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