+67.1%
V vs ZETA
+343.0%
-275.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -1.1% | -2.4% | +1.4% | -0.9% |
| 30D | +1.9% | +15.6% | -13.7% | +0.4% |
| 3M | +15.5% | +41.5% | -26.0% | +11.2% |
| 6M | +16.6% | +63.4% | -46.8% | +10.1% |
| YTD | +5.7% | +51.3% | -45.6% | +0.1% |
| 1Y | +8.6% | +65.8% | -57.2% | +1.3% |
| 3Y | +52.5% | +279.2% | -226.7% | +21.3% |
| 5Y | +67.1% | +341.8% | -274.6% | +25.7% |
| All | +67.1% | +343.0% | -275.9% | +25.7% |
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