+275.4%
ZETA vs AUR
+81.4%
+194.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -6.5% | +0.2% | -6.6% | -6.6% |
| 30D | +4.8% | -8.9% | +13.8% | +6.8% |
| 3M | +53.3% | +4.6% | +48.7% | +49.7% |
| 6M | +66.8% | +44.9% | +22.0% | +47.6% |
| YTD | +50.2% | +64.8% | -14.7% | +28.7% |
| 1Y | +62.0% | +16.4% | +45.7% | +50.3% |
| All | +275.4% | +81.4% | +194.1% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling