-50.2%
U vs ZETA
+313.7%
-363.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | +2.8% | +26.5% | -23.6% | -7.6% |
| 30D | +7.6% | +10.3% | -2.7% | +2.3% |
| 3M | +12.7% | +30.5% | -17.9% | -1.1% |
| 6M | +87.0% | +129.4% | -42.4% | +25.3% |
| YTD | +13.6% | +83.1% | -69.5% | -15.8% |
| 1Y | +25.3% | +82.1% | -56.8% | -7.5% |
| 3Y | +85.8% | +352.3% | -266.5% | -31.4% |
| 5Y | -74.5% | +293.1% | -367.6% | -90.9% |
| All | -50.2% | +313.7% | -363.9% | -82.2% |
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