+312.3%
ZETA vs AG
-21.0%
+333.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.3% |
| 7D | +18.1% | -10.0% | +28.1% | +20.0% |
| 30D | +13.6% | -10.5% | +24.1% | +15.5% |
| 3M | +23.7% | -27.3% | +51.0% | +29.3% |
| 6M | +128.5% | -43.0% | +171.5% | +146.5% |
| YTD | +80.1% | -17.9% | +98.0% | +79.7% |
| 1Y | +98.0% | +11.9% | +86.1% | +87.4% |
| 3Y | +348.6% | +201.8% | +146.8% | +222.8% |
| 5Y | +286.6% | -0.1% | +286.7% | +250.8% |
| All | +312.3% | -21.0% | +333.2% | +352.6% |
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