-65.2%
TEAM vs ZETA
+217.2%
-282.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -1.0% |
| 7D | -17.2% | +6.2% | -23.4% | -19.6% |
| 30D | -25.1% | -2.0% | -23.1% | -24.8% |
| 3M | +3.9% | +21.7% | -17.8% | -4.2% |
| 6M | +69.1% | +89.1% | -20.0% | +32.7% |
| YTD | -4.5% | +59.3% | -63.8% | -20.8% |
| 1Y | -1.9% | +66.2% | -68.0% | -20.3% |
| 3Y | -9.3% | +297.3% | -306.6% | -62.1% |
| 5Y | -65.2% | +227.5% | -292.6% | -86.4% |
| All | -65.2% | +217.2% | -282.4% | -86.4% |
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 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