+62.7%
ZETA vs A
+13.9%
+48.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | -0.1% | -4.4% | +4.3% | +2.2% |
| 30D | +10.5% | -2.7% | +13.1% | +11.8% |
| 3M | +44.3% | +7.0% | +37.3% | +39.0% |
| 6M | +59.4% | +24.6% | +34.8% | +39.3% |
| YTD | +49.5% | +7.0% | +42.5% | +50.5% |
| 1Y | +62.7% | +15.6% | +47.1% | +67.8% |
| All | +62.7% | +13.9% | +48.8% | +67.8% |
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