+92.5%
USB vs ZETA
+254.2%
-161.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -1.4% |
| 7D | -1.5% | -10.0% | +8.5% | -0.4% |
| 30D | +4.3% | -10.6% | +14.9% | +5.4% |
| 3M | -6.1% | +8.9% | -14.9% | -7.2% |
| 6M | +9.4% | +65.1% | -55.7% | +2.7% |
| YTD | +15.2% | +44.8% | -29.6% | +8.8% |
| 1Y | +32.8% | +47.8% | -15.0% | +24.9% |
| All | +92.5% | +254.2% | -161.7% | +42.2% |
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 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