+242.2%
ZETA vs ACI
-13.3%
+255.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -0.1% | -5.0% | +5.0% | +0.7% |
| 30D | +10.5% | -2.3% | +12.8% | +10.8% |
| 3M | +44.3% | -23.2% | +67.5% | +48.5% |
| 6M | +59.4% | -29.5% | +88.9% | +65.6% |
| YTD | +49.5% | -28.6% | +78.1% | +54.4% |
| 1Y | +62.7% | -34.0% | +96.7% | +69.7% |
| 3Y | +274.6% | -45.0% | +319.6% | +295.9% |
| 5Y | +349.3% | -44.0% | +393.3% | +376.3% |
| All | +242.2% | -13.3% | +255.5% | +276.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling