-2.4%
U vs ZETA
+61.8%
-64.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | 0.0% | -6.5% | +6.5% | +3.5% |
| 30D | -4.1% | +4.8% | -8.9% | -7.2% |
| 3M | +57.8% | +53.3% | +4.5% | +20.3% |
| 6M | +103.5% | +66.8% | +36.7% | +44.0% |
| YTD | -4.8% | +50.2% | -54.9% | -28.0% |
| 1Y | -2.4% | +62.0% | -64.4% | -31.0% |
| All | -2.4% | +61.8% | -64.2% | -31.0% |
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