+312.3%
ZETA vs ARES
+172.7%
+139.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.4% |
| 7D | +18.1% | +0.5% | +17.6% | +17.6% |
| 30D | +13.6% | +19.7% | -6.1% | -1.4% |
| 3M | +23.7% | -9.0% | +32.7% | +31.5% |
| 6M | +128.5% | +11.5% | +116.9% | +105.1% |
| YTD | +80.1% | -13.8% | +93.9% | +94.8% |
| 1Y | +98.0% | -5.6% | +103.6% | +98.0% |
| 3Y | +348.6% | +36.1% | +312.5% | +227.3% |
| 5Y | +286.6% | +82.7% | +203.9% | +102.1% |
| All | +312.3% | +172.7% | +139.6% | +96.5% |
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