+312.3%
ZETA vs D
+11.4%
+300.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +18.1% | -1.4% | +19.5% | +18.3% |
| 30D | +13.6% | +7.7% | +5.8% | +12.3% |
| 3M | +23.7% | -0.3% | +24.0% | +23.7% |
| 6M | +128.5% | +10.1% | +118.4% | +124.4% |
| YTD | +80.1% | +19.1% | +61.0% | +74.2% |
| 1Y | +98.0% | +15.9% | +82.1% | +92.3% |
| 3Y | +348.6% | +75.0% | +273.6% | +303.5% |
| 5Y | +286.6% | +13.4% | +273.2% | +269.8% |
| All | +312.3% | +11.4% | +300.9% | +290.7% |
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