+242.2%
ZETA vs AUR
-34.7%
+276.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.1% | +11.1% | -11.2% | -2.7% |
| 30D | +10.5% | -6.9% | +17.3% | +12.0% |
| 3M | +44.3% | +5.5% | +38.8% | +40.6% |
| 6M | +59.4% | +41.0% | +18.4% | +42.2% |
| YTD | +49.5% | +69.3% | -19.8% | +27.3% |
| 1Y | +62.7% | +14.0% | +48.6% | +52.2% |
| 3Y | +274.6% | +90.1% | +184.6% | +164.1% |
| 5Y | +349.3% | -34.4% | +383.7% | +217.9% |
| All | +242.2% | -34.7% | +276.9% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling