+264.7%
ZETA vs FIVE
+36.5%
+228.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.1% | +2.5% |
| 7D | +6.2% | +6.2% | 0.0% | +4.0% |
| 30D | -2.0% | +18.2% | -20.2% | -7.8% |
| 3M | +21.7% | +3.8% | +17.9% | +19.0% |
| 6M | +89.1% | +13.7% | +75.4% | +77.1% |
| YTD | +59.3% | +34.7% | +24.6% | +39.4% |
| 1Y | +66.2% | +66.6% | -0.5% | +34.4% |
| 3Y | +297.3% | +44.3% | +253.0% | +223.3% |
| 5Y | +227.5% | +18.8% | +208.7% | +139.0% |
| All | +264.7% | +36.5% | +228.2% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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