+252.6%
ZETA vs D
+8.4%
+244.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +2.7% | +1.5% | +1.2% | +2.5% |
| 30D | +15.8% | -2.6% | +18.4% | +16.3% |
| 3M | +35.4% | 0.0% | +35.4% | +35.2% |
| 6M | +67.1% | +7.4% | +59.8% | +64.6% |
| YTD | +54.1% | +15.9% | +38.2% | +49.7% |
| 1Y | +67.8% | +18.1% | +49.7% | +62.2% |
| 3Y | +311.4% | +58.4% | +253.0% | +272.0% |
| 5Y | +324.8% | +5.2% | +319.6% | +300.3% |
| All | +252.6% | +8.4% | +244.3% | +235.7% |
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