-4.1%
LQD vs ZETA
+235.0%
-239.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.1% | -3.7% | +2.6% | -1.0% |
| 30D | -1.3% | +5.7% | -7.0% | -1.4% |
| 3M | -3.2% | +50.4% | -53.7% | -4.1% |
| 6M | -2.1% | +65.5% | -67.6% | -3.3% |
| YTD | -2.4% | +48.3% | -50.7% | -3.4% |
| 1Y | -2.7% | +45.4% | -48.0% | -3.8% |
| 3Y | +14.2% | +270.8% | -256.6% | +9.1% |
| 5Y | -5.8% | +336.1% | -341.9% | -10.0% |
| All | -4.1% | +235.0% | -239.0% | -8.8% |
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