+294.5%
ZETA vs IR
+79.8%
+214.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.3% | +8.9% |
| 7D | +13.2% | +1.5% | +11.7% | +12.2% |
| 30D | +6.0% | +9.0% | -3.0% | -0.1% |
| 3M | +27.3% | -0.9% | +28.2% | +27.0% |
| 6M | +104.6% | +13.4% | +91.2% | +83.4% |
| YTD | +72.3% | +8.5% | +63.9% | +54.9% |
| 1Y | +76.3% | +11.3% | +65.1% | +55.5% |
| 3Y | +325.6% | +26.0% | +299.6% | +232.2% |
| 5Y | +254.2% | +47.9% | +206.4% | +125.5% |
| All | +294.5% | +79.8% | +214.7% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling