+184.8%
TER vs ZETA
+247.9%
-63.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +6.2% |
| 7D | +0.6% | +2.7% | -2.0% | 0.0% |
| 30D | -8.3% | +15.8% | -24.1% | -10.9% |
| 3M | -12.2% | +35.4% | -47.6% | -17.6% |
| 6M | +17.1% | +67.1% | -50.0% | +4.2% |
| YTD | +84.7% | +54.1% | +30.6% | +65.5% |
| 1Y | +199.9% | +67.8% | +132.1% | +162.8% |
| 3Y | +232.8% | +311.4% | -78.7% | +119.8% |
| 5Y | +198.6% | +324.8% | -126.2% | +85.3% |
| All | +184.8% | +247.9% | -63.1% | +87.6% |
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