+278.3%
ZETA vs A
+31.5%
+246.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.3% |
| 7D | -2.4% | -2.1% | -0.4% | -1.4% |
| 30D | +15.6% | +0.6% | +15.0% | +15.0% |
| 3M | +41.5% | +10.9% | +30.6% | +32.8% |
| 6M | +63.4% | +28.2% | +35.3% | +39.6% |
| YTD | +51.3% | +8.6% | +42.7% | +43.8% |
| 1Y | +65.8% | +15.5% | +50.3% | +52.5% |
| All | +278.3% | +31.5% | +246.8% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling