+227.5%
ZETA vs AA
-9.6%
+237.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.8% | -1.3% | +2.5% |
| 7D | +6.2% | +4.8% | +1.4% | +4.6% |
| 30D | -2.0% | -0.6% | -1.4% | -1.9% |
| 3M | +21.7% | -16.3% | +38.0% | +28.8% |
| 6M | +89.1% | -33.4% | +122.5% | +114.3% |
| YTD | +59.3% | -20.7% | +80.0% | +67.1% |
| 1Y | +66.2% | +12.9% | +53.2% | +53.7% |
| 3Y | +297.3% | +75.7% | +221.6% | +207.8% |
| 5Y | +227.5% | -6.8% | +234.3% | +183.2% |
| All | +227.5% | -9.6% | +237.1% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling