+90.3%
ZETA vs AS
+3.3%
+87.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.2% |
| 7D | -5.0% | +13.8% | -18.8% | -8.4% |
| 30D | -3.3% | +16.7% | -20.0% | -7.5% |
| 3M | +31.0% | -11.5% | +42.5% | +36.3% |
| 6M | +72.2% | -5.5% | +77.7% | +74.0% |
| YTD | +56.2% | -14.2% | +70.4% | +61.3% |
| 1Y | +90.3% | +2.1% | +88.2% | +91.4% |
| All | +90.3% | +3.3% | +87.0% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling