-63.9%
XYZ vs ZETA
+232.9%
-296.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | -0.3% |
| 7D | +12.1% | -0.4% | +12.6% | +12.4% |
| 30D | +12.4% | -8.0% | +20.4% | +15.8% |
| 3M | +8.2% | +21.4% | -13.2% | -0.5% |
| 6M | +20.7% | +80.1% | -59.4% | -6.6% |
| YTD | +31.3% | +52.5% | -21.2% | +6.6% |
| 1Y | +20.5% | +58.5% | -38.0% | -4.3% |
| 3Y | +72.6% | +281.7% | -209.1% | -34.8% |
| All | -63.9% | +232.9% | -296.8% | -87.6% |
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