+294.5%
ZETA vs IT
-18.0%
+312.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.8% |
| 7D | +13.2% | -7.5% | +20.7% | +18.2% |
| 30D | +6.0% | -1.2% | +7.2% | +4.5% |
| 3M | +27.3% | -2.2% | +29.5% | +24.6% |
| 6M | +104.6% | +19.1% | +85.5% | +73.4% |
| YTD | +72.3% | -25.1% | +97.4% | +93.1% |
| 1Y | +76.3% | -17.4% | +93.7% | +84.2% |
| 3Y | +325.6% | -54.1% | +379.7% | +551.4% |
| 5Y | +254.2% | -42.7% | +296.9% | +299.8% |
| All | +294.5% | -18.0% | +312.5% | +355.0% |
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