+96.9%
PSX vs ZETA
+84.8%
+12.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.6% |
| 7D | -5.2% | -5.0% | -0.2% | -5.1% |
| 30D | -3.7% | -3.3% | -0.4% | -3.7% |
| 3M | +26.8% | +31.0% | -4.2% | +25.8% |
| 6M | +47.3% | +72.2% | -24.8% | +44.7% |
| YTD | +105.4% | +56.2% | +49.2% | +101.6% |
| 1Y | +96.9% | +90.3% | +6.6% | +92.4% |
| All | +96.9% | +84.8% | +12.2% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling