+90.3%
ZETA vs AGNC
+2.0%
+88.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +0.6% |
| 7D | -5.0% | +1.5% | -6.5% | -5.7% |
| 30D | -3.3% | +3.9% | -7.3% | -5.4% |
| 3M | +31.0% | -13.5% | +44.5% | +43.3% |
| 6M | +72.2% | -10.6% | +82.8% | +84.2% |
| YTD | +56.2% | -7.2% | +63.4% | +51.6% |
| 1Y | +90.3% | 0.0% | +90.3% | +59.7% |
| All | +90.3% | +2.0% | +88.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling