+64.4%
LIN vs ZETA
+217.2%
-152.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.7% |
| 7D | +0.1% | +6.2% | -6.1% | -0.3% |
| 30D | +7.6% | -2.0% | +9.6% | +7.6% |
| 3M | +6.5% | +21.7% | -15.2% | +4.8% |
| 6M | +6.2% | +89.1% | -83.0% | +0.6% |
| YTD | +23.2% | +59.3% | -36.1% | +17.7% |
| 1Y | +25.4% | +66.2% | -40.8% | +19.1% |
| 3Y | +38.3% | +297.3% | -259.0% | +12.5% |
| 5Y | +64.4% | +227.5% | -163.1% | +32.6% |
| All | +64.4% | +217.2% | -152.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling