+264.7%
ZETA vs ALL
+115.2%
+149.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +6.2% | -3.9% | +10.1% | +7.5% |
| 30D | -2.0% | +10.6% | -12.6% | -5.7% |
| 3M | +21.7% | -4.6% | +26.2% | +23.1% |
| 6M | +89.1% | +20.2% | +69.0% | +75.0% |
| YTD | +59.3% | +23.7% | +35.6% | +45.4% |
| 1Y | +66.2% | +27.9% | +38.3% | +49.5% |
| 3Y | +297.3% | +109.2% | +188.1% | +204.5% |
| 5Y | +227.5% | +148.0% | +79.5% | +135.6% |
| All | +264.7% | +115.2% | +149.4% | +174.2% |
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