+82.1%
ZETA vs LEN
-31.8%
+113.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -0.7% |
| 7D | +26.5% | -8.7% | +35.2% | +28.1% |
| 30D | +10.3% | +11.6% | -1.3% | +6.9% |
| 3M | +30.5% | -1.3% | +31.8% | +29.9% |
| 6M | +129.4% | -1.4% | +130.8% | +127.1% |
| YTD | +83.1% | -16.9% | +100.0% | +81.4% |
| 1Y | +82.1% | -31.2% | +113.2% | +100.1% |
| All | +82.1% | -31.8% | +113.9% | +100.1% |
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