+242.2%
ZETA vs ARES
+169.4%
+72.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +1.1% |
| 7D | -0.1% | -2.7% | +2.6% | +2.1% |
| 30D | +10.5% | -2.4% | +12.8% | +12.5% |
| 3M | +44.3% | +3.9% | +40.4% | +38.6% |
| 6M | +59.4% | +26.4% | +33.0% | +29.7% |
| YTD | +49.5% | -14.9% | +64.4% | +64.8% |
| 1Y | +62.7% | -20.4% | +83.1% | +88.6% |
| 3Y | +274.6% | +38.8% | +235.8% | +171.2% |
| 5Y | +349.3% | +97.0% | +252.4% | +120.2% |
| All | +242.2% | +169.4% | +72.8% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling