+279.3%
ZETA vs AS
+131.9%
+147.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +10.1% | +8.4% |
| 7D | +18.8% | -3.0% | +21.8% | +19.8% |
| 30D | +12.6% | +9.6% | +3.1% | +9.3% |
| 3M | +29.5% | -8.2% | +37.7% | +32.4% |
| 6M | +128.6% | -9.9% | +138.5% | +134.1% |
| YTD | +85.5% | -16.8% | +102.2% | +93.4% |
| 1Y | +90.6% | +3.0% | +87.6% | +85.5% |
| All | +279.3% | +131.9% | +147.4% | +246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling