-63.1%
XYZ vs ZETA
+241.7%
-304.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 7D | +2.9% | -2.4% | +5.3% | +3.5% |
| 30D | +1.4% | +15.6% | -14.2% | -4.1% |
| 3M | +14.6% | +41.5% | -26.9% | -0.1% |
| 6M | +20.8% | +63.4% | -42.7% | -1.3% |
| YTD | +23.1% | +51.3% | -28.2% | +2.2% |
| 1Y | +5.6% | +65.8% | -60.2% | -16.6% |
| 3Y | +50.9% | +279.2% | -228.3% | -34.2% |
| 5Y | -68.6% | +341.8% | -410.3% | -87.4% |
| All | -63.1% | +241.7% | -304.8% | -84.9% |
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