+63.0%
ZETA vs M
+25.7%
+37.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.1% | -3.6% | +3.1% |
| 7D | +6.2% | +2.5% | +3.7% | +5.8% |
| 30D | -2.0% | +10.1% | -12.1% | -3.4% |
| 3M | +21.7% | -0.9% | +22.6% | +22.1% |
| 6M | +89.1% | +30.2% | +59.0% | +77.7% |
| YTD | +59.3% | +16.3% | +43.0% | +55.4% |
| All | +63.0% | +25.7% | +37.3% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling