-36.2%
TEAM vs ZETA
+313.7%
-349.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -16.9% | +26.5% | -43.4% | -24.3% |
| 30D | -26.8% | +10.3% | -37.1% | -29.8% |
| 3M | -1.9% | +30.5% | -32.4% | -11.4% |
| 6M | +79.2% | +129.4% | -50.2% | +33.8% |
| YTD | -6.1% | +83.1% | -89.2% | -24.8% |
| 1Y | -2.1% | +82.1% | -84.1% | -21.9% |
| 3Y | -13.6% | +352.3% | -365.9% | -60.6% |
| 5Y | -65.8% | +293.1% | -358.9% | -85.0% |
| All | -36.2% | +313.7% | -349.8% | -73.4% |
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 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