+344.5%
ZETA vs BR
+8.0%
+336.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.7% | -3.0% | -0.8% | -1.3% |
| 30D | +5.7% | -0.3% | +6.0% | +5.9% |
| 3M | +50.4% | +17.3% | +33.2% | +30.6% |
| 6M | +65.5% | -6.7% | +72.2% | +74.0% |
| YTD | +48.3% | -23.4% | +71.7% | +82.4% |
| 1Y | +45.4% | -32.7% | +78.0% | +99.2% |
| 3Y | +270.8% | -5.9% | +276.7% | +276.4% |
| All | +344.5% | +8.0% | +336.5% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling