+264.7%
ZETA vs COMP
-28.3%
+293.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.7% | -1.2% | +3.0% |
| 7D | +6.2% | +14.5% | -8.3% | +2.4% |
| 30D | -2.0% | +14.9% | -16.9% | -5.9% |
| 3M | +21.7% | -14.2% | +35.9% | +25.8% |
| 6M | +89.1% | +23.7% | +65.4% | +76.3% |
| YTD | +59.3% | +2.1% | +57.2% | +53.3% |
| 1Y | +66.2% | +26.2% | +40.0% | +51.1% |
| 3Y | +297.3% | +470.9% | -173.6% | +121.4% |
| 5Y | +227.5% | -14.0% | +241.5% | +182.7% |
| All | +264.7% | -28.3% | +293.0% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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