+87.1%
META vs ZETA
+247.9%
-160.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.8% |
| 7D | +6.7% | +2.7% | +4.1% | +6.0% |
| 30D | +4.8% | +15.8% | -11.1% | +1.3% |
| 3M | -1.6% | +35.4% | -37.1% | -8.2% |
| 6M | -7.5% | +67.1% | -74.6% | -18.4% |
| YTD | -6.4% | +54.1% | -60.5% | -16.8% |
| 1Y | -17.3% | +67.8% | -85.2% | -28.8% |
| 3Y | +109.9% | +311.4% | -201.5% | +27.6% |
| 5Y | +65.4% | +324.8% | -259.4% | -4.4% |
| All | +87.1% | +247.9% | -160.8% | +9.7% |
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 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