+196.2%
ZETA vs AS
+133.7%
+62.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.6% |
| 7D | -10.0% | +7.1% | -17.1% | -11.9% |
| 30D | -10.6% | +12.8% | -23.4% | -14.0% |
| 3M | +8.9% | -14.7% | +23.6% | +13.9% |
| 6M | +65.1% | -9.9% | +75.0% | +69.0% |
| YTD | +44.8% | -16.1% | +61.0% | +50.8% |
| 1Y | +47.8% | +0.2% | +47.6% | +45.2% |
| All | +196.2% | +133.7% | +62.4% | +170.4% |
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 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