+319.2%
ZETA vs IT
-17.2%
+336.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +26.5% | -3.7% | +30.1% | +29.0% |
| 30D | +10.3% | -3.1% | +13.4% | +10.1% |
| 3M | +30.5% | +6.3% | +24.2% | +21.8% |
| 6M | +129.4% | +24.8% | +104.6% | +88.8% |
| YTD | +83.1% | -24.4% | +107.5% | +104.2% |
| 1Y | +82.1% | -17.1% | +99.1% | +90.2% |
| 3Y | +352.3% | -53.6% | +405.9% | +588.7% |
| 5Y | +293.1% | -42.5% | +335.7% | +342.3% |
| All | +319.2% | -17.2% | +336.4% | +381.1% |
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