+202.4%
ZETA vs IR
+44.3%
+158.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +4.4% |
| 7D | -0.4% | +3.7% | -4.1% | -2.8% |
| 30D | -8.0% | +7.4% | -15.5% | -12.6% |
| 3M | +21.4% | -5.9% | +27.3% | +25.4% |
| 6M | +80.1% | +5.6% | +74.5% | +69.2% |
| YTD | +52.5% | +4.8% | +47.6% | +39.6% |
| 1Y | +58.5% | +6.9% | +51.5% | +42.9% |
| 3Y | +281.7% | +27.6% | +254.1% | +187.6% |
| All | +202.4% | +44.3% | +158.1% | +90.5% |
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