+98.0%
ZETA vs COMP
+7.7%
+90.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | +18.1% | 0.0% | +18.1% | +17.7% |
| 30D | +13.6% | +16.6% | -3.0% | +7.9% |
| 3M | +23.7% | -23.5% | +47.3% | +32.7% |
| 6M | +128.5% | +25.7% | +102.8% | +112.3% |
| YTD | +80.1% | -3.4% | +83.5% | +90.7% |
| 1Y | +98.0% | +7.6% | +90.4% | +101.1% |
| All | +98.0% | +7.7% | +90.3% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling