+312.3%
ZETA vs ARWR
-41.5%
+353.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | +18.1% | -17.8% | +36.0% | +23.3% |
| 30D | +13.6% | -18.1% | +31.7% | +18.8% |
| 3M | +23.7% | -44.2% | +67.9% | +41.4% |
| 6M | +128.5% | -38.6% | +167.1% | +150.5% |
| YTD | +80.1% | -28.0% | +108.1% | +87.3% |
| 1Y | +98.0% | +16.1% | +81.9% | +77.6% |
| 3Y | +348.6% | +84.0% | +264.6% | +208.3% |
| 5Y | +286.6% | -35.4% | +322.0% | +236.6% |
| All | +312.3% | -41.5% | +353.8% | +243.5% |
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