-32.1%
TLT vs ZETA
+239.2%
-271.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -1.6% | -6.5% | +4.9% | -1.5% |
| 30D | -1.3% | +4.8% | -6.2% | -1.4% |
| 3M | -3.7% | +53.3% | -57.1% | -4.1% |
| 6M | -6.4% | +66.8% | -73.2% | -6.9% |
| YTD | -4.5% | +50.2% | -54.6% | -4.9% |
| 1Y | -5.9% | +62.0% | -67.9% | -6.4% |
| 3Y | -2.8% | +276.4% | -279.2% | -4.2% |
| 5Y | -35.1% | +341.6% | -376.7% | -35.0% |
| All | -32.1% | +239.2% | -271.3% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling