+246.3%
ZETA vs ARWR
+4.2%
+242.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -2.4% | +2.9% | -5.3% | -3.2% |
| 30D | +15.6% | -2.9% | +18.5% | +16.3% |
| 3M | +41.5% | +15.2% | +26.3% | +34.5% |
| 6M | +63.4% | +42.3% | +21.2% | +45.2% |
| YTD | +51.3% | +28.2% | +23.1% | +37.8% |
| 1Y | +65.8% | +213.2% | -147.4% | +15.8% |
| 3Y | +279.2% | +184.6% | +94.5% | +138.6% |
| 5Y | +341.8% | +29.2% | +312.5% | +233.8% |
| All | +246.3% | +4.2% | +242.2% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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