+242.2%
ZETA vs AG
+22.6%
+219.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +10.5% | +12.5% | -2.0% | +8.0% |
| 3M | +44.3% | +28.2% | +16.2% | +37.5% |
| 6M | +59.4% | -18.8% | +78.3% | +62.1% |
| YTD | +49.5% | +27.4% | +22.1% | +39.5% |
| 1Y | +62.7% | +132.2% | -69.5% | +35.8% |
| 3Y | +274.6% | +286.9% | -12.2% | +161.9% |
| 5Y | +349.3% | +72.8% | +276.6% | +268.2% |
| All | +242.2% | +22.6% | +219.5% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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