+249.0%
ZETA vs AFRM
+12.4%
+236.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.9% |
| 7D | -0.4% | -7.3% | +6.8% | +1.7% |
| 30D | -8.0% | -9.6% | +1.5% | -5.6% |
| 3M | +21.4% | -11.1% | +32.5% | +24.5% |
| 6M | +80.1% | +3.9% | +76.2% | +75.7% |
| YTD | +52.5% | -8.5% | +61.0% | +53.8% |
| 1Y | +58.5% | +3.3% | +55.2% | +54.4% |
| 3Y | +281.7% | +213.7% | +67.9% | +157.7% |
| 5Y | +237.3% | -58.5% | +295.8% | +138.0% |
| All | +249.0% | +12.4% | +236.7% | +159.6% |
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