+294.5%
ZETA vs AFRM
+8.8%
+285.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.1% | +11.2% | +9.0% |
| 7D | +13.2% | -8.4% | +21.6% | +16.0% |
| 30D | +6.0% | -18.3% | +24.3% | +12.0% |
| 3M | +27.3% | -12.7% | +40.0% | +31.2% |
| 6M | +104.6% | +3.0% | +101.6% | +100.0% |
| YTD | +72.3% | -11.4% | +83.7% | +75.3% |
| 1Y | +76.3% | -13.3% | +89.6% | +80.5% |
| 3Y | +325.6% | +194.0% | +131.6% | +193.9% |
| 5Y | +254.2% | -50.6% | +304.9% | +151.8% |
| All | +294.5% | +8.8% | +285.7% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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