+319.2%
ZETA vs ARWR
-42.3%
+361.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.1% |
| 7D | +26.5% | -17.9% | +44.4% | +32.1% |
| 30D | +10.3% | -18.9% | +29.2% | +15.6% |
| 3M | +30.5% | -46.0% | +76.5% | +50.4% |
| 6M | +129.4% | -40.3% | +169.7% | +153.3% |
| YTD | +83.1% | -29.0% | +112.1% | +91.1% |
| 1Y | +82.1% | +13.8% | +68.2% | +64.2% |
| 3Y | +352.3% | +74.9% | +277.4% | +216.1% |
| 5Y | +293.1% | -36.2% | +329.4% | +243.5% |
| All | +319.2% | -42.3% | +361.5% | +250.5% |
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