-6.1%
PATH vs ZETA
+311.4%
-317.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.1% | -12.6% | -15.3% |
| 7D | -16.3% | +2.7% | -19.0% | -16.9% |
| 30D | +9.9% | +15.8% | -5.9% | +5.0% |
| 3M | +30.2% | +35.4% | -5.3% | +17.8% |
| 6M | +37.2% | +67.1% | -29.9% | +15.9% |
| YTD | -7.3% | +54.1% | -61.4% | -20.3% |
| 1Y | +40.0% | +67.8% | -27.8% | +17.1% |
| All | -6.1% | +311.4% | -317.5% | -59.1% |
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