+242.2%
ZETA vs BR
+16.1%
+226.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -0.1% | -5.0% | +4.9% | +4.1% |
| 30D | +10.5% | -2.5% | +12.9% | +12.5% |
| 3M | +44.3% | +13.5% | +30.8% | +29.4% |
| 6M | +59.4% | -9.4% | +68.8% | +71.3% |
| YTD | +49.5% | -23.3% | +72.8% | +82.1% |
| 1Y | +62.7% | -31.6% | +94.3% | +117.6% |
| 3Y | +274.6% | -5.1% | +279.7% | +279.3% |
| 5Y | +349.3% | +8.2% | +341.2% | +255.2% |
| All | +242.2% | +16.1% | +226.1% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling