+268.3%
ZETA vs AS
+123.4%
+144.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.4% |
| 7D | +18.1% | -4.9% | +23.0% | +19.8% |
| 30D | +13.6% | +3.9% | +9.7% | +12.0% |
| 3M | +23.7% | -9.6% | +33.3% | +27.0% |
| 6M | +128.5% | -8.7% | +137.2% | +132.8% |
| YTD | +80.1% | -19.8% | +99.9% | +90.0% |
| 1Y | +98.0% | -1.5% | +99.5% | +95.1% |
| All | +268.3% | +123.4% | +144.9% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling