+7.1%
LOW vs ZETA
+281.0%
-273.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +1.4% | +18.1% | -16.7% | 0.0% |
| 30D | +21.7% | +13.6% | +8.1% | +20.3% |
| 3M | +5.0% | +23.7% | -18.7% | +2.8% |
| 6M | +4.6% | +128.5% | -123.9% | -3.6% |
| YTD | -3.5% | +80.1% | -83.6% | -9.7% |
| 1Y | +0.5% | +98.0% | -97.5% | -6.9% |
| 3Y | +24.8% | +348.6% | -323.8% | -2.5% |
| All | +7.1% | +281.0% | -273.9% | -19.5% |
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