+83.7%
META vs ZETA
+227.1%
-143.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -2.5% |
| 7D | -3.1% | -10.0% | +6.9% | -1.0% |
| 30D | -18.1% | -10.6% | -7.5% | -16.3% |
| 3M | +2.9% | +8.9% | -6.0% | +0.6% |
| 6M | +0.2% | +65.1% | -64.9% | -11.3% |
| YTD | -8.1% | +44.8% | -52.9% | -17.4% |
| 1Y | -4.5% | +47.8% | -52.3% | -15.0% |
| 3Y | +94.2% | +248.8% | -154.6% | +23.1% |
| 5Y | +79.1% | +220.3% | -141.3% | +6.5% |
| All | +83.7% | +227.1% | -143.3% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling