+282.0%
ZETA vs MET
+88.5%
+193.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.2% |
| 7D | +18.8% | 0.0% | +18.7% | +18.9% |
| 30D | +12.6% | +3.4% | +9.3% | +9.5% |
| 3M | +29.5% | +7.0% | +22.5% | +22.0% |
| 6M | +128.6% | +34.6% | +94.0% | +76.1% |
| YTD | +85.5% | +34.0% | +51.5% | +43.9% |
| 1Y | +90.6% | +35.9% | +54.7% | +46.1% |
| 3Y | +358.0% | +85.5% | +272.5% | +176.0% |
| 5Y | +282.0% | +87.8% | +194.2% | +127.6% |
| All | +282.0% | +88.5% | +193.5% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 5y: compounded portfolio wealth divided by compounded MET 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…
5y analysis · Full analysis span regression · 6 months rolling