+225.8%
ZETA vs AS
+142.2%
+83.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.3% | +3.5% |
| 7D | +6.2% | +5.8% | +0.4% | +4.4% |
| 30D | -2.0% | +15.4% | -17.4% | -6.3% |
| 3M | +21.7% | -11.9% | +33.6% | +26.0% |
| 6M | +89.1% | -9.9% | +99.1% | +94.1% |
| YTD | +59.3% | -13.1% | +72.4% | +64.2% |
| 1Y | +66.2% | +9.9% | +56.3% | +58.7% |
| All | +225.8% | +142.2% | +83.6% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling