+252.6%
ZETA vs COMP
-26.1%
+278.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | +15.8% | -13.3% | +29.1% | +20.1% |
| 3M | +35.4% | +41.1% | -5.7% | +22.9% |
| 6M | +67.1% | +17.2% | +49.9% | +56.3% |
| YTD | +54.1% | +5.2% | +48.9% | +47.9% |
| 1Y | +67.8% | +18.9% | +48.9% | +54.9% |
| 3Y | +311.4% | +215.9% | +95.5% | +168.7% |
| 5Y | +324.8% | -31.2% | +356.0% | +259.7% |
| All | +252.6% | -26.1% | +278.8% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling