+341.8%
ZETA vs ACI
-44.9%
+386.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | -2.4% | -2.6% | +0.1% | -2.0% |
| 30D | +15.6% | +1.1% | +14.5% | +15.4% |
| 3M | +41.5% | -23.6% | +65.1% | +46.4% |
| 6M | +63.4% | -29.9% | +93.4% | +70.9% |
| YTD | +51.3% | -26.9% | +78.2% | +56.5% |
| 1Y | +65.8% | -34.2% | +100.1% | +74.4% |
| 3Y | +279.2% | -43.6% | +322.8% | +303.4% |
| 5Y | +341.8% | -42.4% | +384.1% | +373.5% |
| All | +341.8% | -44.9% | +386.7% | +373.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling