+312.3%
ZETA vs AR
+179.5%
+132.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +18.1% | +7.4% | +10.7% | +16.2% |
| 30D | +13.6% | +5.8% | +7.8% | +11.8% |
| 3M | +23.7% | +5.2% | +18.5% | +21.7% |
| 6M | +128.5% | +5.4% | +123.0% | +123.5% |
| YTD | +80.1% | +12.4% | +67.7% | +71.1% |
| 1Y | +98.0% | +12.8% | +85.2% | +87.6% |
| 3Y | +348.6% | +47.2% | +301.4% | +288.2% |
| 5Y | +286.6% | +101.1% | +185.5% | +209.7% |
| All | +312.3% | +179.5% | +132.8% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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