+349.3%
ZETA vs IT
-45.7%
+395.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.1% |
| 7D | -0.1% | -9.1% | +9.1% | +6.1% |
| 30D | +10.5% | -12.2% | +22.6% | +19.2% |
| 3M | +44.3% | +7.8% | +36.5% | +33.0% |
| 6M | +59.4% | +2.0% | +57.5% | +51.9% |
| YTD | +49.5% | -32.7% | +82.2% | +86.2% |
| 1Y | +62.7% | -31.1% | +93.8% | +97.6% |
| 3Y | +274.6% | -52.1% | +326.7% | +459.5% |
| 5Y | +349.3% | -46.3% | +395.6% | +438.2% |
| All | +349.3% | -45.7% | +395.0% | +438.2% |
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