+252.6%
ZETA vs M
+41.8%
+210.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.8% |
| 7D | +2.7% | +4.7% | -2.1% | +1.2% |
| 30D | +15.8% | -9.6% | +25.5% | +19.3% |
| 3M | +35.4% | +0.9% | +34.6% | +34.1% |
| 6M | +67.1% | +22.3% | +44.8% | +54.9% |
| YTD | +54.1% | +6.5% | +47.5% | +48.3% |
| 1Y | +67.8% | +38.8% | +29.1% | +48.8% |
| 3Y | +311.4% | +115.9% | +195.5% | +195.9% |
| 5Y | +324.8% | +28.6% | +296.2% | +277.2% |
| All | +252.6% | +41.8% | +210.8% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling