+324.5%
ZETA vs AVTR
-51.3%
+375.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +7.2% |
| 7D | +18.8% | +0.5% | +18.2% | +18.6% |
| 30D | +12.6% | +1.5% | +11.1% | +12.0% |
| 3M | +29.5% | +14.2% | +15.2% | +23.0% |
| 6M | +128.6% | +97.4% | +31.2% | +73.8% |
| YTD | +85.5% | +37.3% | +48.2% | +61.8% |
| 1Y | +90.6% | +36.8% | +53.8% | +66.2% |
| 3Y | +358.0% | -15.2% | +373.3% | +346.4% |
| 5Y | +282.0% | -59.2% | +341.2% | +447.7% |
| All | +324.5% | -51.3% | +375.8% | +585.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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