+245.5%
PSX vs ZETA
+237.6%
+7.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +21.6% | +10.5% | +11.2% | +20.8% |
| 3M | +46.5% | +44.3% | +2.2% | +42.5% |
| 6M | +62.0% | +59.4% | +2.6% | +56.0% |
| YTD | +106.3% | +49.5% | +56.8% | +98.9% |
| 1Y | +103.0% | +62.7% | +40.3% | +93.5% |
| 3Y | +135.5% | +274.6% | -139.1% | +100.2% |
| 5Y | +368.5% | +349.3% | +19.2% | +262.9% |
| All | +245.5% | +237.6% | +7.9% | +193.7% |
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