+41.0%
T vs ZETA
+306.8%
-265.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +2.5% | +18.1% | -15.6% | +2.4% |
| 30D | -3.8% | +13.6% | -17.3% | -3.9% |
| 3M | -8.7% | +23.7% | -32.5% | -8.9% |
| 6M | -8.1% | +128.5% | -136.6% | -8.8% |
| YTD | -6.4% | +80.1% | -86.5% | -6.9% |
| 1Y | -9.8% | +98.0% | -107.8% | -10.4% |
| 3Y | +65.5% | +348.6% | -283.1% | +58.7% |
| 5Y | +57.0% | +286.6% | -229.6% | +49.1% |
| All | +41.0% | +306.8% | -265.8% | +34.5% |
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