+45.4%
ZETA vs MKTX
-10.6%
+55.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +5.7% | +0.7% | +5.0% | +5.7% |
| 3M | +50.4% | +40.8% | +9.7% | +47.6% |
| 6M | +65.5% | -8.0% | +73.5% | +63.6% |
| YTD | +48.3% | -8.7% | +57.0% | +45.9% |
| 1Y | +45.4% | -11.8% | +57.2% | +41.8% |
| All | +45.4% | -10.6% | +55.9% | +41.8% |
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