+312.3%
ZETA vs M
+53.3%
+259.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +18.1% | +7.0% | +11.1% | +15.7% |
| 30D | +13.6% | +8.9% | +4.7% | +10.5% |
| 3M | +23.7% | +4.5% | +19.2% | +21.4% |
| 6M | +128.5% | +36.2% | +92.3% | +104.5% |
| YTD | +80.1% | +15.1% | +65.0% | +68.5% |
| 1Y | +98.0% | +27.4% | +70.6% | +78.9% |
| 3Y | +348.6% | +160.1% | +188.4% | +203.5% |
| 5Y | +286.6% | -1.6% | +288.2% | +218.8% |
| All | +312.3% | +53.3% | +259.0% | +264.5% |
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