+341.8%
ZETA vs A
-14.2%
+356.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | 0.0% |
| 7D | -2.4% | -2.1% | -0.4% | -1.2% |
| 30D | +15.6% | +0.6% | +15.0% | +14.9% |
| 3M | +41.5% | +10.9% | +30.6% | +30.7% |
| 6M | +63.4% | +28.2% | +35.3% | +34.3% |
| YTD | +51.3% | +8.6% | +42.7% | +40.8% |
| 1Y | +65.8% | +15.5% | +50.3% | +47.4% |
| 3Y | +279.2% | +31.8% | +247.4% | +187.0% |
| 5Y | +341.8% | -14.9% | +356.6% | +361.4% |
| All | +341.8% | -14.2% | +356.0% | +361.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling