+254.2%
ZETA vs IT
-43.9%
+298.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.8% |
| 7D | +13.2% | -7.5% | +20.7% | +18.4% |
| 30D | +6.0% | -1.2% | +7.2% | +4.4% |
| 3M | +27.3% | -2.2% | +29.5% | +24.5% |
| 6M | +104.6% | +19.1% | +85.5% | +72.3% |
| YTD | +72.3% | -25.1% | +97.4% | +94.2% |
| 1Y | +76.3% | -17.4% | +93.7% | +84.6% |
| 3Y | +325.6% | -54.1% | +379.7% | +564.4% |
| 5Y | +254.2% | -42.7% | +296.9% | +304.3% |
| All | +254.2% | -43.9% | +298.2% | +304.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling