+9.2%
XYZ vs ZETA
+65.1%
-55.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +0.5% |
| 7D | -1.0% | +2.7% | -3.6% | -2.0% |
| 30D | -1.7% | +15.8% | -17.5% | -6.4% |
| 3M | +16.7% | +35.4% | -18.7% | +5.1% |
| 6M | +26.9% | +67.1% | -40.3% | +5.3% |
| YTD | +27.1% | +54.1% | -26.9% | +6.6% |
| All | +9.2% | +65.1% | -55.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling