+312.3%
ZETA vs AFRM
+7.4%
+304.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +18.1% | -4.4% | +22.5% | +19.6% |
| 30D | +13.6% | -7.7% | +21.2% | +16.0% |
| 3M | +23.7% | -16.9% | +40.6% | +29.4% |
| 6M | +128.5% | +2.5% | +126.0% | +123.9% |
| YTD | +80.1% | -12.5% | +92.6% | +84.0% |
| 1Y | +98.0% | -11.0% | +109.0% | +101.1% |
| 3Y | +348.6% | +184.6% | +164.0% | +212.6% |
| 5Y | +286.6% | -56.3% | +342.9% | +176.0% |
| All | +312.3% | +7.4% | +304.9% | +210.4% |
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