+246.3%
ZETA vs M
+38.1%
+208.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.0% |
| 7D | -2.4% | +2.4% | -4.8% | -3.2% |
| 30D | +15.6% | -11.6% | +27.2% | +19.8% |
| 3M | +41.5% | +1.6% | +39.9% | +39.7% |
| 6M | +63.4% | +25.2% | +38.2% | +50.4% |
| YTD | +51.3% | +3.8% | +47.6% | +46.8% |
| 1Y | +65.8% | +36.3% | +29.5% | +47.8% |
| 3Y | +279.2% | +116.3% | +162.8% | +172.4% |
| 5Y | +341.8% | +28.2% | +313.6% | +296.4% |
| All | +246.3% | +38.1% | +208.2% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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