+76.3%
ZETA vs AA
+4.5%
+71.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.5% |
| 3M | +27.3% | -22.2% | +49.6% | +37.5% |
| 6M | +104.6% | -36.3% | +140.9% | +136.8% |
| YTD | +72.3% | -24.2% | +96.5% | +74.3% |
| 1Y | +76.3% | +3.9% | +72.4% | +44.5% |
| All | +76.3% | +4.5% | +71.8% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling