+243.8%
ZETA vs IT
-26.0%
+269.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.1% |
| 7D | -6.5% | -12.7% | +6.2% | +1.4% |
| 30D | +4.8% | -8.9% | +13.7% | +10.5% |
| 3M | +53.3% | +10.1% | +43.2% | +39.9% |
| 6M | +66.8% | +7.3% | +59.5% | +54.3% |
| YTD | +50.2% | -32.4% | +82.5% | +84.4% |
| 1Y | +62.0% | -26.6% | +88.7% | +87.5% |
| 3Y | +276.4% | -51.8% | +328.2% | +453.9% |
| 5Y | +341.6% | -45.6% | +387.2% | +437.6% |
| All | +243.8% | -26.0% | +269.7% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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