+61.4%
T vs ZETA
+247.9%
-186.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | -1.9% |
| 7D | -1.3% | +2.7% | -3.9% | -1.3% |
| 30D | +11.4% | +15.8% | -4.4% | +11.2% |
| 3M | +14.3% | +35.4% | -21.1% | +14.0% |
| 6M | -9.3% | +67.1% | -76.4% | -9.7% |
| YTD | +7.1% | +54.1% | -47.0% | +6.7% |
| 1Y | -9.1% | +67.8% | -76.9% | -9.6% |
| 3Y | +105.3% | +311.4% | -206.1% | +96.8% |
| 5Y | +66.8% | +324.8% | -258.0% | +58.6% |
| All | +61.4% | +247.9% | -186.6% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling