+324.5%
ZETA vs AA
+13.2%
+311.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +5.0% | +6.7% |
| 7D | +18.8% | +1.1% | +17.6% | +18.3% |
| 30D | +12.6% | -1.3% | +13.9% | +12.9% |
| 3M | +29.5% | -23.9% | +53.4% | +40.9% |
| 6M | +128.6% | -36.8% | +165.4% | +162.1% |
| YTD | +85.5% | -22.2% | +107.6% | +95.4% |
| 1Y | +90.6% | +10.4% | +80.3% | +78.5% |
| 3Y | +358.0% | +72.0% | +286.0% | +263.2% |
| 5Y | +282.0% | -15.6% | +297.6% | +248.6% |
| All | +324.5% | +13.2% | +311.3% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling