+76.3%
ZETA vs AR
+9.7%
+66.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +4.3% | +8.7% | +13.3% |
| 7D | +13.2% | -5.8% | +19.0% | +12.3% |
| 30D | +6.0% | +4.8% | +1.2% | +6.4% |
| 3M | +27.3% | +1.5% | +25.8% | +27.8% |
| 6M | +104.6% | +4.7% | +99.9% | +106.6% |
| YTD | +72.3% | +9.2% | +63.1% | +75.6% |
| 1Y | +76.3% | +11.2% | +65.2% | +77.7% |
| All | +76.3% | +9.7% | +66.6% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling