+67.8%
ZETA vs ACI
-32.3%
+100.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +15.8% | +5.9% | +9.9% | +15.1% |
| 3M | +35.4% | -19.8% | +55.2% | +34.9% |
| 6M | +67.1% | -24.7% | +91.9% | +66.4% |
| YTD | +54.1% | -24.4% | +78.4% | +52.0% |
| 1Y | +67.8% | -31.5% | +99.3% | +60.2% |
| All | +67.8% | -32.3% | +100.2% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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