+319.2%
ZETA vs ALL
+126.2%
+193.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.8% |
| 7D | +26.5% | 0.0% | +26.5% | +26.3% |
| 30D | +10.3% | +12.8% | -2.5% | +5.5% |
| 3M | +30.5% | +4.7% | +25.9% | +28.1% |
| 6M | +129.4% | +24.9% | +104.4% | +109.7% |
| YTD | +83.1% | +30.0% | +53.2% | +64.5% |
| 1Y | +82.1% | +29.9% | +52.1% | +63.3% |
| 3Y | +352.3% | +117.5% | +234.8% | +242.2% |
| 5Y | +293.1% | +161.7% | +131.5% | +177.9% |
| All | +319.2% | +126.2% | +193.0% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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