+206.6%
MAR vs ZETA
+306.8%
-100.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +1.6% | +18.1% | -16.5% | -0.5% |
| 30D | +13.8% | +13.6% | +0.2% | +11.9% |
| 3M | +20.3% | +23.7% | -3.5% | +16.7% |
| 6M | +21.3% | +128.5% | -107.2% | +7.8% |
| YTD | +37.2% | +80.1% | -42.9% | +24.6% |
| 1Y | +48.4% | +98.0% | -49.6% | +32.8% |
| 3Y | +120.1% | +348.6% | -228.5% | +63.2% |
| 5Y | +182.1% | +286.6% | -104.5% | +100.5% |
| All | +206.6% | +306.8% | -100.2% | +127.0% |
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