+252.6%
ZETA vs AA
+37.4%
+215.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | +15.8% | +5.0% | +10.8% | +13.9% |
| 3M | +35.4% | -35.8% | +71.2% | +55.7% |
| 6M | +67.1% | -18.4% | +85.5% | +74.6% |
| YTD | +54.1% | -5.5% | +59.5% | +52.9% |
| 1Y | +67.8% | +61.0% | +6.9% | +38.7% |
| 3Y | +311.4% | +66.2% | +245.2% | +225.4% |
| 5Y | +324.8% | +11.4% | +313.4% | +255.6% |
| All | +252.6% | +37.4% | +215.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling