+341.6%
ZETA vs AU
+673.1%
-331.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | +1.2% |
| 7D | -6.5% | -7.0% | +0.5% | -5.3% |
| 30D | +4.8% | +7.3% | -2.4% | +3.2% |
| 3M | +53.3% | +33.2% | +20.1% | +45.0% |
| 6M | +66.8% | -0.6% | +67.4% | +64.4% |
| YTD | +50.2% | +26.2% | +24.0% | +41.0% |
| 1Y | +62.0% | +68.3% | -6.2% | +44.4% |
| 3Y | +276.4% | +592.1% | -315.8% | +152.7% |
| 5Y | +341.6% | +685.3% | -343.6% | +150.9% |
| All | +341.6% | +673.1% | -331.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling