+18.4%
U vs ZETA
+84.8%
-66.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.5% |
| 7D | +7.5% | -5.0% | +12.5% | +10.5% |
| 30D | -7.0% | -3.3% | -3.7% | -5.1% |
| 3M | +20.6% | +31.0% | -10.4% | +1.8% |
| 6M | +53.2% | +72.2% | -19.0% | +6.9% |
| YTD | -3.9% | +56.2% | -60.0% | -28.8% |
| 1Y | +18.4% | +90.3% | -71.9% | -24.4% |
| All | +18.4% | +84.8% | -66.4% | -24.4% |
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 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