+87.9%
V vs ZETA
+244.4%
-156.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.2% |
| 30D | +13.6% | -8.0% | +21.6% | +14.3% |
| 3M | +14.3% | +21.4% | -7.1% | +12.0% |
| 6M | +33.1% | +80.1% | -47.0% | +24.9% |
| YTD | +21.2% | +52.5% | -31.2% | +14.9% |
| 1Y | +26.4% | +58.5% | -32.0% | +19.1% |
| 3Y | +77.6% | +281.7% | -204.1% | +43.6% |
| 5Y | +102.6% | +237.3% | -134.7% | +57.6% |
| All | +87.9% | +244.4% | -156.5% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling