-49.0%
U vs ZETA
+259.8%
-308.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -2.1% |
| 7D | +32.3% | +6.2% | +26.1% | +28.2% |
| 30D | +9.7% | -2.0% | +11.7% | +10.3% |
| 3M | +19.6% | +21.7% | -2.1% | +8.6% |
| 6M | +82.6% | +89.1% | -6.5% | +33.7% |
| YTD | +16.4% | +59.3% | -42.9% | -7.9% |
| 1Y | +28.5% | +66.2% | -37.7% | -0.8% |
| 3Y | +103.8% | +297.3% | -193.5% | -20.1% |
| 5Y | -70.0% | +227.5% | -297.5% | -88.5% |
| All | -49.0% | +259.8% | -308.8% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling