+39.4%
T vs ZETA
+289.2%
-249.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.5% | +0.6% |
| 7D | +2.6% | +13.2% | -10.7% | +2.5% |
| 30D | -1.1% | +6.0% | -7.1% | -1.1% |
| 3M | -7.7% | +27.3% | -35.1% | -7.9% |
| 6M | -10.6% | +104.6% | -115.2% | -11.2% |
| YTD | -7.5% | +72.3% | -79.8% | -7.9% |
| 1Y | -7.4% | +76.3% | -83.7% | -7.9% |
| 3Y | +63.1% | +325.6% | -262.5% | +56.5% |
| 5Y | +55.2% | +254.2% | -199.0% | +47.5% |
| All | +39.4% | +289.2% | -249.8% | +33.1% |
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