+65.8%
ZETA vs AR
+17.5%
+48.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.8% |
| 7D | -2.4% | -1.8% | -0.6% | -2.4% |
| 30D | +15.6% | +12.6% | +3.0% | +15.5% |
| 3M | +41.5% | +10.0% | +31.5% | +41.3% |
| 6M | +63.4% | +0.6% | +62.8% | +62.6% |
| YTD | +51.3% | +13.4% | +37.9% | +49.0% |
| 1Y | +65.8% | +21.7% | +44.1% | +60.3% |
| All | +65.8% | +17.5% | +48.3% | +60.3% |
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 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