+246.3%
ZETA vs AXON
+240.2%
+6.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -2.4% | -2.5% | 0.0% | -1.2% |
| 30D | +15.6% | -11.5% | +27.1% | +21.6% |
| 3M | +41.5% | +7.3% | +34.2% | +34.6% |
| 6M | +63.4% | -11.9% | +75.4% | +68.5% |
| YTD | +51.3% | -11.0% | +62.3% | +53.9% |
| 1Y | +65.8% | -31.8% | +97.6% | +87.3% |
| 3Y | +279.2% | +135.4% | +143.8% | +104.7% |
| 5Y | +341.8% | +176.9% | +164.9% | +49.1% |
| All | +246.3% | +240.2% | +6.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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