-53.8%
TEAM vs ZETA
+343.0%
-396.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.2% | -6.3% |
| 7D | -5.7% | -2.4% | -3.2% | -4.8% |
| 30D | +18.3% | +15.6% | +2.8% | +12.2% |
| 3M | +80.2% | +41.5% | +38.7% | +59.0% |
| 6M | +111.0% | +63.4% | +47.5% | +77.4% |
| YTD | +8.8% | +51.3% | -42.5% | -6.6% |
| 1Y | +2.2% | +65.8% | -63.7% | -16.6% |
| 3Y | -14.6% | +279.2% | -293.8% | -60.4% |
| 5Y | -53.8% | +341.8% | -395.5% | -80.1% |
| All | -53.8% | +343.0% | -396.8% | -80.1% |
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