+246.3%
ZETA vs ALL
+115.0%
+131.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | -2.4% | -1.7% | -0.7% | -1.8% |
| 30D | +15.6% | -4.7% | +20.3% | +17.4% |
| 3M | +41.5% | +18.4% | +23.1% | +32.4% |
| 6M | +63.4% | +20.5% | +42.9% | +51.7% |
| YTD | +51.3% | +23.5% | +27.8% | +38.7% |
| 1Y | +65.8% | +29.0% | +36.8% | +49.0% |
| 3Y | +279.2% | +153.7% | +125.5% | +174.5% |
| 5Y | +341.8% | +114.8% | +227.0% | +232.6% |
| All | +246.3% | +115.0% | +131.4% | +161.6% |
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