+90.3%
ZETA vs AUR
-17.4%
+107.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.1% | +4.1% |
| 7D | -5.0% | -19.8% | +14.9% | +1.8% |
| 30D | -3.3% | -29.0% | +25.7% | +7.6% |
| 3M | +31.0% | -43.6% | +74.6% | +55.6% |
| 6M | +72.2% | -36.6% | +108.8% | +88.5% |
| YTD | +56.2% | +6.3% | +49.9% | +28.2% |
| 1Y | +90.3% | -9.0% | +99.3% | +66.3% |
| All | +90.3% | -17.4% | +107.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling