+9.6%
U vs ZETA
+280.9%
-271.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.5% |
| 7D | -3.8% | +2.7% | -6.5% | -4.9% |
| 30D | +17.5% | +15.8% | +1.6% | +10.4% |
| 3M | +38.7% | +35.4% | +3.3% | +22.2% |
| 6M | +104.4% | +67.1% | +37.3% | +64.6% |
| YTD | -5.7% | +54.1% | -59.7% | -21.4% |
| 1Y | +3.7% | +67.8% | -64.1% | -16.3% |
| All | +9.6% | +280.9% | -271.3% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling