+252.6%
ZETA vs ACI
-8.2%
+260.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 3M | +35.4% | -19.8% | +55.2% | +38.5% |
| 6M | +67.1% | -24.7% | +91.9% | +71.9% |
| YTD | +54.1% | -24.4% | +78.4% | +57.9% |
| 1Y | +67.8% | -31.5% | +99.3% | +74.1% |
| 3Y | +311.4% | -38.7% | +350.1% | +329.6% |
| 5Y | +324.8% | -42.8% | +367.6% | +347.1% |
| All | +252.6% | -8.2% | +260.8% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling