+30.3%
O vs ZETA
+281.1%
-250.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | -0.6% | -2.4% | +1.9% | -0.5% |
| 30D | -2.0% | +15.6% | -17.5% | -2.2% |
| 3M | +3.0% | +41.5% | -38.5% | +2.4% |
| 6M | -3.6% | +63.4% | -67.1% | -4.6% |
| YTD | +12.1% | +51.3% | -39.2% | +11.1% |
| 1Y | +8.9% | +65.8% | -56.9% | +7.4% |
| 3Y | +30.3% | +279.2% | -248.9% | +3.9% |
| All | +30.3% | +281.1% | -250.7% | +3.9% |
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 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