+202.4%
ZETA vs AR
+71.8%
+130.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.5% |
| 7D | -0.4% | -14.3% | +13.8% | +3.0% |
| 30D | -8.0% | +1.4% | -9.5% | -8.6% |
| 3M | +21.4% | +3.4% | +18.0% | +19.8% |
| 6M | +80.1% | -2.1% | +82.2% | +79.1% |
| YTD | +52.5% | +4.7% | +47.8% | +47.2% |
| 1Y | +58.5% | +10.6% | +47.9% | +50.3% |
| 3Y | +281.7% | +24.6% | +257.1% | +243.4% |
| All | +202.4% | +71.8% | +130.6% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling