+312.3%
ZETA vs JAAA
+28.2%
+284.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | +18.1% | +0.1% | +18.0% | +17.8% |
| 30D | +13.6% | +0.4% | +13.1% | +12.2% |
| 3M | +23.7% | +1.2% | +22.5% | +19.6% |
| 6M | +128.5% | +2.3% | +126.2% | +114.1% |
| YTD | +80.1% | +4.0% | +76.1% | +61.8% |
| 1Y | +98.0% | +4.8% | +93.2% | +74.6% |
| 3Y | +348.6% | +18.4% | +330.2% | +263.3% |
| 5Y | +286.6% | +27.5% | +259.1% | +194.8% |
| All | +312.3% | +28.2% | +284.0% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling