+15.2%
LOW vs ZETA
+239.2%
-224.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.6% | -6.5% | +3.9% | -2.2% |
| 30D | -11.1% | +4.8% | -16.0% | -11.5% |
| 3M | -8.5% | +53.3% | -61.8% | -11.7% |
| 6M | -20.8% | +66.8% | -87.7% | -24.5% |
| YTD | -17.2% | +50.2% | -67.4% | -20.7% |
| 1Y | -24.7% | +62.0% | -86.8% | -28.7% |
| 3Y | -9.7% | +276.4% | -286.1% | -25.0% |
| 5Y | +6.0% | +341.6% | -335.6% | -13.1% |
| All | +15.2% | +239.2% | -224.0% | -4.9% |
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 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