+294.5%
ZETA vs M
+55.6%
+238.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.7% | +8.0% |
| 7D | +13.2% | +5.0% | +8.2% | +11.5% |
| 30D | +6.0% | +10.6% | -4.6% | +2.6% |
| 3M | +27.3% | +1.6% | +25.8% | +26.0% |
| 6M | +104.6% | +30.8% | +73.8% | +85.5% |
| YTD | +72.3% | +16.9% | +55.4% | +60.5% |
| 1Y | +76.3% | +26.3% | +50.1% | +60.0% |
| 3Y | +325.6% | +158.6% | +167.0% | +188.7% |
| 5Y | +254.2% | +2.1% | +252.2% | +191.5% |
| All | +294.5% | +55.6% | +238.9% | +247.3% |
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