+202.4%
ZETA vs ACI
-43.3%
+245.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +6.0% |
| 7D | -0.4% | -2.2% | +1.8% | -0.1% |
| 30D | -8.0% | +10.3% | -18.3% | -10.1% |
| 3M | +21.4% | +7.2% | +14.2% | +19.3% |
| 6M | +80.1% | -18.0% | +98.1% | +84.9% |
| YTD | +52.5% | -22.0% | +74.5% | +57.0% |
| 1Y | +58.5% | -23.4% | +81.8% | +63.9% |
| 3Y | +281.7% | -35.8% | +317.5% | +306.0% |
| All | +202.4% | -43.3% | +245.8% | +221.7% |
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