+252.6%
ZETA vs ARWR
+5.7%
+247.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | +15.8% | -0.7% | +16.5% | +15.9% |
| 3M | +35.4% | +14.9% | +20.5% | +28.9% |
| 6M | +67.1% | +32.6% | +34.5% | +51.2% |
| YTD | +54.1% | +30.0% | +24.0% | +39.7% |
| 1Y | +67.8% | +208.4% | -140.5% | +17.7% |
| 3Y | +311.4% | +208.8% | +102.6% | +151.6% |
| 5Y | +324.8% | +27.8% | +297.0% | +220.2% |
| All | +252.6% | +5.7% | +247.0% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling