+252.6%
ZETA vs INDA
+18.3%
+234.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.0% |
| 7D | +2.7% | +0.7% | +1.9% | +1.7% |
| 30D | +15.8% | -0.8% | +16.6% | +16.8% |
| 3M | +35.4% | +3.9% | +31.5% | +28.8% |
| 6M | +67.1% | -0.7% | +67.8% | +68.2% |
| YTD | +54.1% | -7.7% | +61.7% | +69.5% |
| 1Y | +67.8% | -5.1% | +72.9% | +77.3% |
| 3Y | +311.4% | +13.6% | +297.8% | +244.8% |
| 5Y | +324.8% | +7.8% | +317.0% | +296.7% |
| All | +252.6% | +18.3% | +234.4% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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