+67.8%
ZETA vs P
+32.0%
+35.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.4% |
| 7D | +2.7% | +6.5% | -3.9% | +1.3% |
| 30D | +15.8% | +18.8% | -3.0% | +10.7% |
| 3M | +35.4% | +26.7% | +8.7% | +26.9% |
| 6M | +67.1% | +62.2% | +4.9% | +44.6% |
| YTD | +54.1% | +48.5% | +5.6% | +35.9% |
| 1Y | +67.8% | +26.4% | +41.4% | +47.0% |
| All | +67.8% | +32.0% | +35.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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