+252.6%
ZETA vs LEN
+0.1%
+252.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.6% |
| 7D | +2.7% | -3.2% | +5.8% | +4.0% |
| 30D | +15.8% | -4.9% | +20.7% | +18.3% |
| 3M | +35.4% | -8.5% | +43.9% | +39.7% |
| 6M | +67.1% | -20.7% | +87.8% | +82.5% |
| YTD | +54.1% | -17.4% | +71.5% | +63.4% |
| 1Y | +67.8% | -38.2% | +106.1% | +102.3% |
| 3Y | +311.4% | -24.9% | +336.3% | +333.3% |
| 5Y | +324.8% | -11.4% | +336.2% | +259.7% |
| All | +252.6% | +0.1% | +252.5% | +204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling