+270.8%
ZETA vs AU
+577.5%
-306.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -3.7% | -4.3% | +0.5% | -3.0% |
| 30D | +5.7% | +7.3% | -1.6% | +4.1% |
| 3M | +50.4% | +26.3% | +24.1% | +43.5% |
| 6M | +65.5% | +1.8% | +63.7% | +62.2% |
| YTD | +48.3% | +26.8% | +21.5% | +38.9% |
| 1Y | +45.4% | +66.7% | -21.3% | +29.8% |
| 3Y | +270.8% | +579.1% | -308.3% | +150.9% |
| All | +270.8% | +577.5% | -306.7% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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