+361.9%
ZETA vs ACGL
+33.2%
+328.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | -1.4% | +20.1% | +19.2% |
| 30D | +12.6% | +12.4% | +0.3% | +8.6% |
| 3M | +29.5% | +11.1% | +18.4% | +25.1% |
| 6M | +128.6% | +16.3% | +112.2% | +117.3% |
| YTD | +85.5% | +13.8% | +71.6% | +76.3% |
| 1Y | +90.6% | +20.4% | +70.2% | +76.6% |
| All | +361.9% | +33.2% | +328.7% | +348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling