+90.3%
ZETA vs LEN
-21.9%
+112.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +1.3% |
| 7D | -5.0% | +10.5% | -15.5% | -6.9% |
| 30D | -3.3% | +24.6% | -28.0% | -7.9% |
| 3M | +31.0% | +6.6% | +24.4% | +29.4% |
| 6M | +72.2% | +10.6% | +61.5% | +67.2% |
| YTD | +56.2% | -8.3% | +64.5% | +53.2% |
| 1Y | +90.3% | -22.5% | +112.8% | +99.9% |
| All | +90.3% | -21.9% | +112.2% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling