-37.7%
TEAM vs ZETA
+289.2%
-326.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.2% | -12.2% | -7.0% |
| 7D | -22.2% | +13.2% | -35.5% | -26.2% |
| 30D | -28.1% | +6.0% | -34.1% | -30.0% |
| 3M | -2.2% | +27.3% | -29.5% | -10.9% |
| 6M | +62.2% | +104.6% | -42.4% | +26.1% |
| YTD | -8.4% | +72.3% | -80.7% | -25.0% |
| 1Y | -6.6% | +76.3% | -82.9% | -24.6% |
| 3Y | -15.7% | +325.6% | -341.3% | -60.7% |
| 5Y | -65.7% | +254.2% | -320.0% | -84.5% |
| All | -37.7% | +289.2% | -326.9% | -73.5% |
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