+120.1%
SPOT vs ZETA
+281.0%
-160.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.7% |
| 7D | +1.6% | +18.1% | -16.5% | -2.1% |
| 30D | +16.9% | +13.6% | +3.4% | +13.3% |
| 3M | +23.0% | +23.7% | -0.8% | +16.5% |
| 6M | +42.2% | +128.5% | -86.3% | +16.3% |
| YTD | +5.5% | +80.1% | -74.6% | -10.3% |
| 1Y | -5.1% | +98.0% | -103.1% | -21.1% |
| 3Y | +257.9% | +348.6% | -90.7% | +86.2% |
| All | +120.1% | +281.0% | -160.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling