+74.1%
TER vs ZETA
+244.4%
-170.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.7% |
| 7D | -20.5% | -0.4% | -20.0% | -20.3% |
| 30D | -47.0% | -8.0% | -39.0% | -46.1% |
| 3M | -43.3% | +21.4% | -64.7% | -45.3% |
| 6M | -42.9% | +80.1% | -123.0% | -49.6% |
| YTD | +12.9% | +52.5% | -39.6% | +1.4% |
| 1Y | +18.2% | +58.5% | -40.3% | +5.1% |
| 3Y | +151.8% | +281.7% | -129.9% | +69.2% |
| 5Y | +54.2% | +237.3% | -183.1% | -1.8% |
| All | +74.1% | +244.4% | -170.3% | +14.8% |
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