+90.3%
ZETA vs MKTX
+5.4%
+84.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | -3.3% | +1.0% | -4.3% | -3.4% |
| 3M | +31.0% | +2.5% | +28.5% | +30.9% |
| 6M | +72.2% | +8.0% | +64.1% | +72.3% |
| YTD | +56.2% | -7.3% | +63.4% | +56.7% |
| 1Y | +90.3% | +4.7% | +85.6% | +92.5% |
| All | +90.3% | +5.4% | +84.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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