+246.3%
ZETA vs CAPR
+101.3%
+145.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.7% |
| 7D | -2.4% | -9.5% | +7.1% | -2.3% |
| 30D | +15.6% | +121.5% | -105.9% | +13.6% |
| 3M | +41.5% | -65.4% | +106.9% | +42.5% |
| 6M | +63.4% | -67.5% | +131.0% | +64.7% |
| YTD | +51.3% | -68.6% | +119.9% | +52.4% |
| 1Y | +65.8% | +42.7% | +23.1% | +52.8% |
| 3Y | +279.2% | +43.4% | +235.8% | +227.4% |
| 5Y | +341.8% | +86.0% | +255.7% | +230.4% |
| All | +246.3% | +101.3% | +145.0% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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