+243.8%
ZETA vs AVTR
-53.9%
+297.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -2.0% | -4.4% | -5.8% |
| 30D | +4.8% | +8.1% | -3.2% | +1.8% |
| 3M | +53.3% | +54.2% | -0.9% | +28.9% |
| 6M | +66.8% | +82.6% | -15.8% | +30.8% |
| YTD | +50.2% | +29.8% | +20.3% | +33.9% |
| 1Y | +62.0% | +18.0% | +44.0% | +46.1% |
| 3Y | +276.4% | -26.4% | +302.8% | +290.1% |
| 5Y | +341.6% | -64.8% | +406.5% | +544.1% |
| All | +243.8% | -53.9% | +297.7% | +467.7% |
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