+347.2%
ZETA vs ALL
+118.4%
+228.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.6% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | +15.8% | -1.5% | +17.3% | +16.1% |
| 3M | +35.4% | +23.6% | +11.8% | +24.5% |
| 6M | +67.1% | +22.3% | +44.8% | +54.2% |
| YTD | +54.1% | +26.5% | +27.5% | +39.9% |
| 1Y | +67.8% | +27.0% | +40.8% | +51.7% |
| 3Y | +311.4% | +149.6% | +161.8% | +198.3% |
| All | +347.2% | +118.4% | +228.8% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling