+7.8%
LOW vs ZETA
+341.5%
-333.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | -9.3% | +10.5% | -19.7% | -10.1% |
| 3M | -8.1% | +44.3% | -52.4% | -11.0% |
| 6M | -19.8% | +59.4% | -79.2% | -23.4% |
| YTD | -16.4% | +49.5% | -65.9% | -20.0% |
| 1Y | -24.7% | +62.7% | -87.3% | -28.9% |
| 3Y | -8.8% | +274.6% | -283.5% | -25.5% |
| 5Y | +7.8% | +349.3% | -341.6% | -13.7% |
| All | +7.8% | +341.5% | -333.7% | -13.7% |
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