-47.6%
U vs ZETA
+306.8%
-354.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.0% |
| 7D | +2.6% | +18.1% | -15.5% | -5.1% |
| 30D | +27.6% | +13.6% | +14.0% | +19.5% |
| 3M | +15.3% | +23.7% | -8.4% | +3.5% |
| 6M | +96.4% | +128.5% | -32.1% | +31.7% |
| YTD | +19.6% | +80.1% | -60.5% | -10.8% |
| 1Y | +42.1% | +98.0% | -55.9% | +1.2% |
| 3Y | +87.5% | +348.6% | -261.1% | -30.6% |
| 5Y | -73.1% | +286.6% | -359.7% | -90.3% |
| All | -47.6% | +306.8% | -354.4% | -81.1% |
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