+246.3%
ZETA vs IR
+57.3%
+189.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.7% |
| 7D | -2.4% | +0.6% | -3.1% | -2.9% |
| 30D | +15.6% | -13.6% | +29.2% | +27.2% |
| 3M | +41.5% | +3.7% | +37.8% | +35.2% |
| 6M | +63.4% | -13.1% | +76.5% | +74.9% |
| YTD | +51.3% | -5.1% | +56.4% | +49.6% |
| 1Y | +65.8% | -6.5% | +72.3% | +65.8% |
| 3Y | +279.2% | +8.5% | +270.7% | +228.7% |
| 5Y | +341.8% | +43.3% | +298.4% | +200.5% |
| All | +246.3% | +57.3% | +189.1% | +137.4% |
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