+59.6%
T vs ZETA
+273.0%
-213.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -0.8% |
| 7D | +1.0% | -0.4% | +1.5% | +1.0% |
| 30D | -10.6% | -8.0% | -2.6% | -10.7% |
| 3M | -7.7% | +21.4% | -29.1% | -7.5% |
| 6M | -13.3% | +80.1% | -93.4% | -12.5% |
| YTD | -8.8% | +52.5% | -61.2% | -7.9% |
| 1Y | -8.4% | +58.5% | -66.9% | -7.5% |
| 3Y | +59.6% | +281.7% | -222.0% | +64.6% |
| All | +59.6% | +273.0% | -213.3% | +64.6% |
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 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