+252.6%
ZETA vs IT
-19.1%
+271.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.6% | -1.3% |
| 7D | +2.7% | -6.0% | +8.7% | +6.6% |
| 30D | +15.8% | 0.0% | +15.8% | +15.4% |
| 3M | +35.4% | +13.1% | +22.4% | +22.3% |
| 6M | +67.1% | +11.7% | +55.4% | +51.4% |
| YTD | +54.1% | -26.1% | +80.2% | +79.6% |
| 1Y | +67.8% | -21.3% | +89.1% | +86.1% |
| 3Y | +311.4% | -46.7% | +358.2% | +469.1% |
| 5Y | +324.8% | -40.5% | +365.3% | +391.2% |
| All | +252.6% | -19.1% | +271.8% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling