-5.8%
LQD vs ZETA
+352.7%
-358.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.1% | -6.5% | +5.4% | -0.9% |
| 30D | -1.1% | +4.8% | -6.0% | -1.2% |
| 3M | -2.3% | +53.3% | -55.7% | -3.4% |
| 6M | -2.9% | +66.8% | -69.7% | -4.2% |
| YTD | -2.3% | +50.2% | -52.5% | -3.5% |
| 1Y | -2.2% | +62.0% | -64.2% | -3.7% |
| 3Y | +14.0% | +276.4% | -262.3% | +8.4% |
| 5Y | -5.8% | +341.6% | -347.4% | -10.5% |
| All | -5.8% | +352.7% | -358.5% | -10.5% |
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