+275.4%
ZETA vs BR
-5.0%
+280.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -6.0% | -0.5% | -2.0% |
| 30D | +4.8% | -0.9% | +5.7% | +5.5% |
| 3M | +53.3% | +16.4% | +37.0% | +35.3% |
| 6M | +66.8% | -8.2% | +75.0% | +75.7% |
| YTD | +50.2% | -23.2% | +73.4% | +80.8% |
| 1Y | +62.0% | -30.9% | +93.0% | +113.4% |
| All | +275.4% | -5.0% | +280.5% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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