-21.8%
PATH vs ZETA
+254.2%
-276.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -1.3% |
| 7D | -5.6% | -10.0% | +4.4% | -2.3% |
| 30D | -0.7% | -10.6% | +9.9% | +3.0% |
| 3M | -5.9% | +8.9% | -14.7% | -8.1% |
| 6M | +21.6% | +65.1% | -43.5% | +3.9% |
| YTD | -20.6% | +44.8% | -65.4% | -30.1% |
| 1Y | -10.6% | +47.8% | -58.4% | -21.9% |
| All | -21.8% | +254.2% | -276.0% | -66.0% |
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 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