+249.0%
ZETA vs AXON
+110.7%
+138.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -18.2% | +23.5% | +13.2% |
| 7D | -0.4% | -26.8% | +26.4% | +12.6% |
| 30D | -8.0% | -22.9% | +14.9% | +1.5% |
| 3M | +21.4% | -40.1% | +61.5% | +48.4% |
| 6M | +80.1% | -18.9% | +99.0% | +88.7% |
| YTD | +52.5% | -44.9% | +97.4% | +87.9% |
| 1Y | +58.5% | -46.7% | +105.2% | +98.1% |
| 3Y | +281.7% | +44.3% | +237.3% | +151.1% |
| 5Y | +237.3% | +71.4% | +165.9% | +36.6% |
| All | +249.0% | +110.7% | +138.3% | +35.6% |
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