+211.9%
ZETA vs AS
+134.9%
+77.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.1% |
| 7D | -0.4% | +6.9% | -7.4% | -2.5% |
| 30D | -8.0% | +16.0% | -24.0% | -12.2% |
| 3M | +21.4% | -12.8% | +34.3% | +26.1% |
| 6M | +80.1% | -15.4% | +95.5% | +88.4% |
| YTD | +52.5% | -15.7% | +68.2% | +58.6% |
| 1Y | +58.5% | +6.1% | +52.4% | +53.0% |
| All | +211.9% | +134.9% | +77.0% | +184.3% |
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