+242.2%
ZETA vs AA
+39.5%
+202.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +10.5% | -1.6% | +12.0% | +10.9% |
| 3M | +44.3% | -29.8% | +74.1% | +60.9% |
| 6M | +59.4% | -16.6% | +76.1% | +65.3% |
| YTD | +49.5% | -4.0% | +53.5% | +47.5% |
| 1Y | +62.7% | +63.5% | -0.8% | +33.7% |
| 3Y | +274.6% | +86.8% | +187.9% | +186.8% |
| 5Y | +349.3% | +12.4% | +337.0% | +274.8% |
| All | +242.2% | +39.5% | +202.6% | +169.8% |
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