+252.6%
ZETA vs ALL
+120.1%
+132.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.6% |
| 6M | +67.1% | +22.3% | +44.8% | +54.3% |
| YTD | +54.1% | +26.5% | +27.5% | +40.0% |
| 1Y | +67.8% | +27.0% | +40.8% | +51.8% |
| 3Y | +311.4% | +149.6% | +161.8% | +198.9% |
| 5Y | +324.8% | +118.1% | +206.7% | +217.9% |
| All | +252.6% | +120.1% | +132.5% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling