+29.5%
ZETA vs AR
+3.6%
+25.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +7.4% |
| 7D | +18.8% | +2.1% | +16.7% | +17.8% |
| 30D | +12.6% | +4.5% | +8.1% | +12.3% |
| 3M | +29.5% | +1.0% | +28.5% | +30.5% |
| All | +29.5% | +3.6% | +25.9% | +30.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling