+89.4%
META vs ZETA
+313.7%
-224.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +3.1% | +26.5% | -23.4% | -2.0% |
| 30D | -18.2% | +10.3% | -28.5% | -20.0% |
| 3M | +7.8% | +30.5% | -22.7% | +1.5% |
| 6M | +3.6% | +129.4% | -125.8% | -14.4% |
| YTD | -5.3% | +83.1% | -88.4% | -19.1% |
| 1Y | +2.7% | +82.1% | -79.3% | -12.5% |
| 3Y | +91.5% | +352.3% | -260.8% | +14.8% |
| 5Y | +84.7% | +293.1% | -208.5% | +4.7% |
| All | +89.4% | +313.7% | -224.3% | +6.7% |
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