+246.3%
ZETA vs AU
+477.8%
-231.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | -2.4% | -0.3% | -2.2% | -2.3% |
| 30D | +15.6% | +12.8% | +2.8% | +12.9% |
| 3M | +41.5% | +28.5% | +13.0% | +34.8% |
| 6M | +63.4% | +4.8% | +58.6% | +59.7% |
| YTD | +51.3% | +31.0% | +20.3% | +41.4% |
| 1Y | +65.8% | +81.4% | -15.6% | +46.5% |
| 3Y | +279.2% | +618.4% | -339.2% | +157.3% |
| 5Y | +341.8% | +686.3% | -344.6% | +175.3% |
| All | +246.3% | +477.8% | -231.4% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling