+87.2%
V vs ZETA
+313.7%
-226.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.4% | +26.5% | -26.8% | -2.5% |
| 30D | +6.3% | +10.3% | -3.9% | +5.2% |
| 3M | +17.2% | +30.5% | -13.4% | +14.0% |
| 6M | +29.2% | +129.4% | -100.1% | +18.6% |
| YTD | +20.8% | +83.1% | -62.4% | +12.5% |
| 1Y | +25.0% | +82.1% | -57.1% | +16.3% |
| 3Y | +75.3% | +352.3% | -277.0% | +39.6% |
| 5Y | +105.8% | +293.1% | -187.3% | +57.6% |
| All | +87.2% | +313.7% | -226.5% | +45.5% |
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