+249.0%
ZETA vs FIVE
+29.3%
+219.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | -0.4% | -0.3% | -0.2% | -0.3% |
| 30D | -8.0% | +17.7% | -25.7% | -13.4% |
| 3M | +21.4% | +4.0% | +17.4% | +18.6% |
| 6M | +80.1% | +2.6% | +77.5% | +74.9% |
| YTD | +52.5% | +27.6% | +24.9% | +36.1% |
| 1Y | +58.5% | +59.9% | -1.5% | +30.0% |
| 3Y | +281.7% | +35.8% | +245.9% | +217.8% |
| 5Y | +237.3% | +14.4% | +222.9% | +151.9% |
| All | +249.0% | +29.3% | +219.8% | +148.4% |
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