+67.8%
ZETA vs A
+21.7%
+46.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | +2.7% | -1.9% | +4.6% | +3.6% |
| 30D | +15.8% | +6.9% | +8.9% | +11.9% |
| 3M | +35.4% | +9.2% | +26.2% | +29.3% |
| 6M | +67.1% | +25.7% | +41.4% | +46.8% |
| YTD | +54.1% | +11.5% | +42.5% | +51.8% |
| 1Y | +67.8% | +18.4% | +49.5% | +69.6% |
| All | +67.8% | +21.7% | +46.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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