+64.7%
ZETA vs AA
+62.0%
+2.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -3.0% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | +15.6% | +3.3% | +12.2% | +14.1% |
| 3M | +41.5% | -29.4% | +70.9% | +60.6% |
| 6M | +63.4% | -12.8% | +76.2% | +65.6% |
| YTD | +51.3% | -2.1% | +53.4% | +44.2% |
| All | +64.7% | +62.0% | +2.6% | +21.8% |
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 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