+67.8%
ZETA vs IR
-1.2%
+69.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.5% |
| 7D | +2.7% | -2.8% | +5.5% | +3.6% |
| 30D | +15.8% | -15.1% | +30.9% | +22.2% |
| 3M | +35.4% | +6.1% | +29.4% | +30.6% |
| 6M | +67.1% | -16.8% | +83.9% | +80.4% |
| YTD | +54.1% | -3.5% | +57.6% | +45.6% |
| 1Y | +67.8% | -3.5% | +71.3% | +55.1% |
| All | +67.8% | -1.2% | +69.1% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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