+154.8%
JPM vs ZETA
+247.9%
-93.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.6% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | -0.2% | +15.8% | -16.0% | -1.6% |
| 3M | +15.9% | +35.4% | -19.5% | +12.3% |
| 6M | +20.9% | +67.1% | -46.2% | +14.3% |
| YTD | +12.9% | +54.1% | -41.2% | +7.1% |
| 1Y | +20.3% | +67.8% | -47.5% | +12.7% |
| 3Y | +160.9% | +311.4% | -150.5% | +115.1% |
| 5Y | +154.8% | +324.8% | -170.0% | +103.0% |
| All | +154.8% | +247.9% | -93.1% | +100.9% |
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