+243.8%
ZETA vs LEN
-6.7%
+250.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +2.0% |
| 7D | -6.5% | -7.8% | +1.3% | -3.3% |
| 30D | +4.8% | -11.0% | +15.9% | +10.0% |
| 3M | +53.3% | -12.8% | +66.1% | +61.2% |
| 6M | +66.8% | -20.2% | +87.0% | +81.4% |
| YTD | +50.2% | -23.0% | +73.2% | +64.0% |
| 1Y | +62.0% | -41.8% | +103.9% | +100.3% |
| 3Y | +276.4% | -28.8% | +305.2% | +305.8% |
| 5Y | +341.6% | -12.6% | +354.2% | +293.7% |
| All | +243.8% | -6.7% | +250.4% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling