+22.7%
USB vs ZETA
+226.4%
-203.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -1.3% |
| 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% | +2.5% |
| YTD | +15.2% | +44.8% | -29.6% | +8.7% |
| 1Y | +32.8% | +47.8% | -15.0% | +24.7% |
| 3Y | +91.3% | +248.8% | -157.5% | +52.4% |
| 5Y | +22.7% | +220.3% | -197.7% | -5.0% |
| All | +22.7% | +226.4% | -203.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling