+66.1%
T vs ZETA
+343.0%
-277.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -1.5% | -2.4% | +0.9% | -1.5% |
| 30D | +7.6% | +15.6% | -8.0% | +7.5% |
| 3M | +15.3% | +41.5% | -26.2% | +14.9% |
| 6M | -8.5% | +63.4% | -71.9% | -8.9% |
| YTD | +6.8% | +51.3% | -44.5% | +6.4% |
| 1Y | -7.2% | +65.8% | -73.0% | -7.8% |
| 3Y | +108.2% | +279.2% | -170.9% | +99.4% |
| 5Y | +66.1% | +341.8% | -275.7% | +56.9% |
| All | +66.1% | +343.0% | -277.0% | +56.9% |
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