+249.0%
ZETA vs D
+12.9%
+236.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.5% |
| 7D | -0.4% | +3.0% | -3.4% | -0.9% |
| 30D | -8.0% | +11.5% | -19.5% | -9.5% |
| 3M | +21.4% | +3.7% | +17.7% | +20.7% |
| 6M | +80.1% | +13.5% | +66.6% | +76.1% |
| YTD | +52.5% | +20.7% | +31.8% | +47.2% |
| 1Y | +58.5% | +18.2% | +40.2% | +53.5% |
| 3Y | +281.7% | +73.3% | +208.4% | +243.7% |
| 5Y | +237.3% | +12.3% | +225.0% | +216.6% |
| All | +249.0% | +12.9% | +236.1% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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