+347.2%
ZETA vs D
+5.6%
+341.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +2.7% | +1.5% | +1.2% | +2.4% |
| 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% | +64.4% |
| YTD | +54.1% | +15.9% | +38.2% | +49.3% |
| 1Y | +67.8% | +18.1% | +49.7% | +61.8% |
| 3Y | +311.4% | +58.4% | +253.0% | +268.4% |
| All | +347.2% | +5.6% | +341.6% | +304.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling