+361.9%
ZETA vs LEN
-23.4%
+385.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.7% |
| 7D | +18.8% | -6.4% | +25.1% | +20.9% |
| 30D | +12.6% | +15.6% | -3.0% | +6.2% |
| 3M | +29.5% | -0.8% | +30.2% | +28.3% |
| 6M | +128.6% | +0.4% | +128.2% | +124.1% |
| YTD | +85.5% | -14.1% | +99.6% | +90.1% |
| 1Y | +90.6% | -29.6% | +120.2% | +113.0% |
| All | +361.9% | -23.4% | +385.4% | +344.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling