+348.6%
ZETA vs IR
+25.2%
+323.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +18.1% | +2.5% | +15.6% | +16.4% |
| 30D | +13.6% | +9.2% | +4.4% | +7.9% |
| 3M | +23.7% | +0.9% | +22.8% | +22.6% |
| 6M | +128.5% | +19.2% | +109.3% | +101.1% |
| YTD | +80.1% | +7.5% | +72.6% | +64.4% |
| 1Y | +98.0% | +11.7% | +86.3% | +75.2% |
| 3Y | +348.6% | +23.9% | +324.7% | +249.3% |
| All | +348.6% | +25.2% | +323.4% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling