+97.0%
META vs ZETA
+325.6%
-228.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | -1.4% |
| 7D | +3.3% | +13.2% | -10.0% | +1.1% |
| 30D | -10.8% | +6.0% | -16.7% | -11.7% |
| 3M | +7.9% | +27.3% | -19.4% | +3.3% |
| 6M | +5.4% | +104.6% | -99.2% | -7.6% |
| YTD | -2.6% | +72.3% | -74.9% | -13.1% |
| 1Y | +1.9% | +76.3% | -74.5% | -9.8% |
| 3Y | +97.0% | +325.6% | -228.7% | +29.7% |
| All | +97.0% | +325.6% | -228.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling