+90.6%
ZETA vs FIVE
+66.9%
+23.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +7.9% |
| 7D | +18.8% | -0.5% | +19.3% | +18.9% |
| 30D | +12.6% | +17.4% | -4.8% | +8.0% |
| 3M | +29.5% | +7.0% | +22.4% | +26.2% |
| 6M | +128.6% | +20.5% | +108.1% | +110.7% |
| YTD | +85.5% | +33.1% | +52.3% | +53.4% |
| 1Y | +90.6% | +67.1% | +23.5% | +17.2% |
| All | +90.6% | +66.9% | +23.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling