-25.5%
TEAM vs ZETA
+237.6%
-263.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | +17.0% | +10.5% | +6.6% | +12.9% |
| 3M | +85.9% | +44.3% | +41.6% | +63.7% |
| 6M | +116.7% | +59.4% | +57.2% | +85.0% |
| YTD | +9.6% | +49.5% | -39.9% | -4.9% |
| 1Y | -2.5% | +62.7% | -65.2% | -19.3% |
| 3Y | -14.0% | +274.6% | -288.6% | -57.8% |
| 5Y | -53.1% | +349.3% | -402.4% | -78.2% |
| All | -25.5% | +237.6% | -263.1% | -66.4% |
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