+252.5%
ZETA vs AS
+137.8%
+114.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.0% | +8.7% |
| 7D | +13.2% | +4.5% | +8.7% | +11.7% |
| 30D | +6.0% | +13.2% | -7.2% | +1.9% |
| 3M | +27.3% | -11.9% | +39.3% | +31.8% |
| 6M | +104.6% | -11.6% | +116.2% | +111.1% |
| YTD | +72.3% | -14.7% | +87.0% | +78.5% |
| 1Y | +76.3% | +5.7% | +70.6% | +70.3% |
| All | +252.5% | +137.8% | +114.7% | +220.0% |
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