+41.2%
USB vs ZETA
+329.5%
-288.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.2% |
| 7D | +1.4% | +2.7% | -1.2% | +1.1% |
| 30D | -1.3% | +15.8% | -17.1% | -2.9% |
| 3M | +15.2% | +35.4% | -20.2% | +11.1% |
| 6M | +18.8% | +67.1% | -48.3% | +11.4% |
| YTD | +21.0% | +54.1% | -33.0% | +13.9% |
| 1Y | +34.0% | +67.8% | -33.8% | +24.3% |
| 3Y | +95.3% | +311.4% | -216.1% | +55.8% |
| All | +41.2% | +329.5% | -288.3% | +10.1% |
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