+294.5%
ZETA vs AG
-13.5%
+308.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.9% | +14.0% | +9.1% |
| 7D | +13.2% | +6.0% | +7.3% | +12.1% |
| 30D | +6.0% | -13.5% | +19.5% | +8.3% |
| 3M | +27.3% | -20.7% | +48.0% | +31.2% |
| 6M | +104.6% | -31.5% | +136.1% | +114.0% |
| YTD | +72.3% | -10.1% | +82.5% | +69.5% |
| 1Y | +76.3% | +26.0% | +50.3% | +63.8% |
| 3Y | +325.6% | +228.9% | +96.7% | +202.2% |
| 5Y | +254.2% | +8.7% | +245.6% | +217.4% |
| All | +294.5% | -13.5% | +308.0% | +326.9% |
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