+144.8%
JPM vs ZETA
+313.7%
-168.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.1% |
| 7D | +1.6% | +26.5% | -24.8% | -0.6% |
| 30D | +3.4% | +10.3% | -6.8% | +2.4% |
| 3M | -5.7% | +30.5% | -36.2% | -8.1% |
| 6M | +13.5% | +129.4% | -115.8% | +4.3% |
| YTD | +8.4% | +83.1% | -74.7% | +1.1% |
| 1Y | +9.1% | +82.1% | -73.0% | +1.6% |
| 3Y | +149.5% | +352.3% | -202.8% | +103.9% |
| 5Y | +132.6% | +293.1% | -160.6% | +84.5% |
| All | +144.8% | +313.7% | -168.8% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling