+202.4%
ZETA vs COMP
-17.6%
+220.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.7% | -5.4% | +2.4% |
| 7D | -0.4% | +13.4% | -13.9% | -3.9% |
| 30D | -8.0% | +11.1% | -19.1% | -10.9% |
| 3M | +21.4% | -18.8% | +40.2% | +27.4% |
| 6M | +80.1% | +10.5% | +69.6% | +72.7% |
| YTD | +52.5% | -3.4% | +55.9% | +48.9% |
| 1Y | +58.5% | +19.7% | +38.8% | +45.9% |
| 3Y | +281.7% | +381.6% | -99.9% | +119.7% |
| All | +202.4% | -17.6% | +220.0% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling