+294.5%
ZETA vs A
+31.7%
+262.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.3% | +9.4% | +9.0% |
| 7D | +13.2% | +1.4% | +11.9% | +12.4% |
| 30D | +6.0% | +4.3% | +1.7% | +3.2% |
| 3M | +27.3% | +19.8% | +7.6% | +12.1% |
| 6M | +104.6% | +54.4% | +50.2% | +48.5% |
| YTD | +72.3% | +31.7% | +40.6% | +40.4% |
| 1Y | +76.3% | +22.4% | +53.9% | +51.7% |
| 3Y | +325.6% | +67.7% | +257.9% | +173.3% |
| 5Y | +254.2% | +15.7% | +238.5% | +176.7% |
| All | +294.5% | +31.7% | +262.8% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling