+294.5%
ZETA vs ARWR
-40.0%
+334.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.3% |
| 7D | +13.2% | -17.7% | +30.9% | +18.3% |
| 30D | +6.0% | -21.9% | +27.9% | +12.1% |
| 3M | +27.3% | -44.5% | +71.9% | +45.8% |
| 6M | +104.6% | -32.6% | +137.2% | +118.4% |
| YTD | +72.3% | -26.2% | +98.5% | +78.2% |
| 1Y | +76.3% | +23.0% | +53.4% | +55.7% |
| 3Y | +325.6% | +81.8% | +243.9% | +194.6% |
| 5Y | +254.2% | -36.0% | +290.3% | +207.9% |
| All | +294.5% | -40.0% | +334.5% | +226.7% |
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