-8.3%
T vs ZETA
+124.4%
-132.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.2% | +1.4% |
| 7D | +2.0% | +18.8% | -16.8% | +2.0% |
| 30D | -1.0% | +12.6% | -13.6% | -1.1% |
| 3M | -8.1% | +29.5% | -37.6% | -8.1% |
| 6M | -8.3% | +128.6% | -136.9% | -10.0% |
| All | -8.3% | +124.4% | -132.6% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling