+347.2%
ZETA vs IR
+45.6%
+301.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.9% |
| 7D | +2.7% | -2.8% | +5.5% | +4.5% |
| 30D | +15.8% | -15.1% | +30.9% | +29.4% |
| 3M | +35.4% | +6.1% | +29.4% | +27.1% |
| 6M | +67.1% | -16.8% | +83.9% | +85.5% |
| YTD | +54.1% | -3.5% | +57.6% | +50.3% |
| 1Y | +67.8% | -3.5% | +71.3% | +63.7% |
| 3Y | +311.4% | +9.5% | +301.9% | +248.5% |
| All | +347.2% | +45.6% | +301.6% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling