+242.2%
ZETA vs INVH
-11.2%
+253.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.1% | -2.3% | +2.2% | +1.2% |
| 30D | +10.5% | -5.7% | +16.2% | +14.1% |
| 3M | +44.3% | -4.5% | +48.8% | +47.7% |
| 6M | +59.4% | +11.0% | +48.5% | +48.7% |
| YTD | +49.5% | +3.7% | +45.8% | +44.5% |
| 1Y | +62.7% | -2.8% | +65.5% | +63.6% |
| 3Y | +274.6% | -7.1% | +281.8% | +281.1% |
| 5Y | +349.3% | -19.4% | +368.8% | +416.3% |
| All | +242.2% | -11.2% | +253.4% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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