+87.7%
V vs ZETA
+259.8%
-172.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.5% |
| 7D | -0.8% | +6.2% | -7.0% | -1.3% |
| 30D | +9.5% | -2.0% | +11.5% | +9.6% |
| 3M | +16.7% | +21.7% | -5.0% | +14.3% |
| 6M | +32.9% | +89.1% | -56.2% | +24.2% |
| YTD | +21.1% | +59.3% | -38.2% | +14.3% |
| 1Y | +26.6% | +66.2% | -39.5% | +18.8% |
| 3Y | +78.4% | +297.3% | -218.9% | +43.8% |
| 5Y | +105.5% | +227.5% | -122.0% | +59.6% |
| All | +87.7% | +259.8% | -172.2% | +47.8% |
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