-20.5%
TEAM vs ZETA
+247.9%
-268.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.4% |
| 30D | +67.3% | +15.8% | +51.5% | +59.2% |
| 3M | +86.8% | +35.4% | +51.4% | +67.9% |
| 6M | +146.8% | +67.1% | +79.7% | +107.2% |
| YTD | +16.9% | +54.1% | -37.1% | +0.3% |
| 1Y | +12.8% | +67.8% | -55.0% | -7.6% |
| 3Y | -7.3% | +311.4% | -318.7% | -56.2% |
| 5Y | -50.7% | +324.8% | -375.5% | -77.2% |
| All | -20.5% | +247.9% | -268.5% | -64.5% |
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 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