+264.7%
ZETA vs IR
+81.9%
+182.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +1.5% |
| 7D | +6.2% | +5.0% | +1.2% | +3.1% |
| 30D | -2.0% | +10.3% | -12.3% | -8.3% |
| 3M | +21.7% | -0.1% | +21.8% | +20.8% |
| 6M | +89.1% | +14.8% | +74.4% | +68.3% |
| YTD | +59.3% | +9.7% | +49.6% | +42.2% |
| 1Y | +66.2% | +12.2% | +54.0% | +45.9% |
| 3Y | +297.3% | +30.0% | +267.3% | +203.4% |
| 5Y | +227.5% | +46.8% | +180.7% | +108.1% |
| All | +264.7% | +81.9% | +182.8% | +125.6% |
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