+6.6%
O vs ZETA
+63.2%
-56.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -2.4% | +10.5% | -12.9% | -2.1% |
| 3M | -0.6% | +44.3% | -44.9% | +0.4% |
| 6M | -5.0% | +59.4% | -64.4% | -3.8% |
| YTD | +10.4% | +49.5% | -39.1% | +11.8% |
| 1Y | +6.6% | +62.7% | -56.1% | +7.5% |
| All | +6.6% | +63.2% | -56.6% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling