+270.8%
ZETA vs AZO
+10.0%
+260.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | -3.6% | -0.2% | -3.0% |
| 30D | +5.7% | -5.6% | +11.3% | +7.0% |
| 3M | +50.4% | -6.6% | +57.1% | +52.4% |
| 6M | +65.5% | -22.5% | +88.0% | +73.3% |
| YTD | +48.3% | -15.2% | +63.5% | +51.5% |
| 1Y | +45.4% | -33.9% | +79.3% | +59.4% |
| 3Y | +270.8% | +11.8% | +259.0% | +223.2% |
| All | +270.8% | +10.0% | +260.7% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling