+28.3%
USB vs ZETA
+244.4%
-216.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.0% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +5.8% | -8.0% | +13.9% | +6.6% |
| 3M | -6.0% | +21.4% | -27.4% | -8.1% |
| 6M | +7.8% | +80.1% | -72.3% | +0.5% |
| YTD | +14.6% | +52.5% | -37.9% | +7.9% |
| 1Y | +31.8% | +58.5% | -26.7% | +23.4% |
| 3Y | +91.5% | +281.7% | -190.1% | +55.0% |
| 5Y | +22.0% | +237.3% | -215.2% | -3.3% |
| All | +28.3% | +244.4% | -216.1% | +1.5% |
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 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