+94.8%
META vs ZETA
+259.8%
-165.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +4.2% |
| 7D | +5.7% | +6.2% | -0.5% | +4.4% |
| 30D | -10.8% | -2.0% | -8.7% | -10.4% |
| 3M | +8.4% | +21.7% | -13.3% | +3.7% |
| 6M | +5.4% | +89.1% | -83.8% | -9.2% |
| YTD | -2.6% | +59.3% | -61.9% | -14.2% |
| 1Y | +3.5% | +66.2% | -62.7% | -10.1% |
| 3Y | +102.0% | +297.3% | -195.3% | +24.5% |
| 5Y | +93.1% | +227.5% | -134.4% | +13.1% |
| All | +94.8% | +259.8% | -165.1% | +13.2% |
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