+294.5%
ZETA vs AA
+10.3%
+284.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.4% | +12.6% | +9.6% |
| 7D | +13.2% | +1.2% | +12.0% | +12.7% |
| 30D | +6.0% | -5.0% | +11.0% | +7.6% |
| 3M | +27.3% | -22.2% | +49.6% | +37.6% |
| 6M | +104.6% | -36.3% | +140.9% | +133.7% |
| YTD | +72.3% | -24.2% | +96.5% | +83.0% |
| 1Y | +76.3% | +3.9% | +72.4% | +68.3% |
| 3Y | +325.6% | +67.6% | +258.0% | +240.3% |
| 5Y | +254.2% | -8.8% | +263.1% | +219.8% |
| All | +294.5% | +10.3% | +284.2% | +234.8% |
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