+111.1%
SPOT vs ZETA
+350.7%
-239.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.2% | +10.5% | -8.3% | -0.2% |
| 3M | +5.4% | +44.3% | -38.9% | -3.1% |
| 6M | -4.0% | +59.4% | -63.4% | -14.4% |
| YTD | -9.9% | +49.5% | -59.4% | -19.3% |
| 1Y | -27.3% | +62.7% | -90.0% | -36.9% |
| 3Y | +236.4% | +274.6% | -38.2% | +93.9% |
| All | +111.1% | +350.7% | -239.6% | +8.8% |
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