-4.7%
O vs ZETA
+71.2%
-76.0%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.9% |
| 7D | -0.7% | +2.7% | -3.4% | -0.7% |
| 30D | -1.9% | +15.8% | -17.7% | -1.5% |
| 3M | +3.8% | +35.4% | -31.6% | +4.4% |
| 6M | -4.7% | +67.1% | -71.9% | -3.9% |
| All | -4.7% | +71.2% | -76.0% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling