+230.9%
SPOT vs ZETA
+274.1%
-43.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -6.9% | -6.5% | -0.4% | -6.1% |
| 30D | +4.1% | +4.8% | -0.7% | +3.4% |
| 3M | +3.7% | +53.3% | -49.6% | -1.8% |
| 6M | -1.6% | +66.8% | -68.4% | -8.3% |
| YTD | -10.2% | +50.2% | -60.3% | -15.8% |
| 1Y | -25.9% | +62.0% | -87.9% | -31.4% |
| All | +230.9% | +274.1% | -43.1% | +134.7% |
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 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