+87.9%
ON vs ZETA
+237.6%
-149.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -11.0% | +10.5% | -21.5% | -13.0% |
| 3M | -39.3% | +44.3% | -83.6% | -44.6% |
| 6M | +19.8% | +59.4% | -39.6% | +5.7% |
| YTD | +31.1% | +49.5% | -18.4% | +16.0% |
| 1Y | +46.0% | +62.7% | -16.7% | +25.7% |
| 3Y | -27.5% | +274.6% | -302.1% | -55.7% |
| 5Y | +56.9% | +349.3% | -292.4% | -11.2% |
| All | +87.9% | +237.6% | -149.7% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling