+252.6%
ZETA vs FIVE
+35.7%
+217.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.1% | -9.2% | -5.9% |
| 7D | +2.7% | +4.3% | -1.6% | +0.9% |
| 30D | +15.8% | +12.5% | +3.3% | +10.2% |
| 3M | +35.4% | +31.2% | +4.2% | +21.0% |
| 6M | +67.1% | +14.4% | +52.7% | +56.1% |
| YTD | +54.1% | +33.9% | +20.2% | +35.6% |
| 1Y | +67.8% | +65.1% | +2.8% | +36.2% |
| 3Y | +311.4% | +49.0% | +262.5% | +229.5% |
| 5Y | +324.8% | +30.3% | +294.5% | +226.2% |
| All | +252.6% | +35.7% | +217.0% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling