+301.6%
ZETA vs AR
+99.2%
+202.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.5% |
| 7D | +26.5% | +6.4% | +20.1% | +24.7% |
| 30D | +10.3% | +3.1% | +7.1% | +9.3% |
| 3M | +30.5% | +3.3% | +27.3% | +29.0% |
| 6M | +129.4% | +6.6% | +122.8% | +123.8% |
| YTD | +83.1% | +12.3% | +70.8% | +74.1% |
| 1Y | +82.1% | +12.3% | +69.7% | +72.7% |
| 3Y | +352.3% | +50.4% | +301.9% | +289.6% |
| All | +301.6% | +99.2% | +202.4% | +260.4% |
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