+199.8%
TER vs ZETA
+68.7%
+131.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.1% | +9.5% | +5.8% |
| 7D | +0.6% | +2.7% | -2.1% | +0.3% |
| 30D | -8.3% | +15.8% | -24.1% | -9.6% |
| 3M | -12.2% | +35.4% | -47.7% | -14.1% |
| 6M | +17.0% | +67.1% | -50.1% | +9.5% |
| YTD | +84.6% | +54.1% | +30.5% | +73.7% |
| 1Y | +199.8% | +67.8% | +132.0% | +179.3% |
| All | +199.8% | +68.7% | +131.1% | +179.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling