+264.7%
ZETA vs AVAV
+14.9%
+249.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +12.6% | -8.1% | +1.0% |
| 7D | +6.2% | +3.2% | +3.1% | +5.0% |
| 30D | -2.0% | -7.4% | +5.4% | -0.5% |
| 3M | +21.7% | -32.0% | +53.7% | +33.9% |
| 6M | +89.1% | -24.6% | +113.7% | +97.0% |
| YTD | +59.3% | -47.5% | +106.8% | +78.4% |
| 1Y | +66.2% | -61.5% | +127.7% | +102.9% |
| 3Y | +297.3% | +5.5% | +291.8% | +220.2% |
| 5Y | +227.5% | +35.7% | +191.7% | +111.0% |
| All | +264.7% | +14.9% | +249.8% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling