+85.3%
META vs ZETA
+244.4%
-159.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -0.3% |
| 7D | -0.8% | -0.4% | -0.3% | -0.7% |
| 30D | -15.4% | -8.0% | -7.4% | -14.0% |
| 3M | +3.5% | +21.4% | -17.9% | -1.0% |
| 6M | -0.3% | +80.1% | -80.4% | -13.3% |
| YTD | -7.3% | +52.5% | -59.8% | -17.6% |
| 1Y | -1.1% | +58.5% | -59.6% | -13.2% |
| 3Y | +95.1% | +281.7% | -186.6% | +21.1% |
| 5Y | +80.6% | +237.3% | -156.7% | +6.3% |
| All | +85.3% | +244.4% | -159.1% | +8.6% |
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