+264.7%
ZETA vs P
+443.3%
-178.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.8% | +2.0% |
| 7D | +6.2% | -9.6% | +15.8% | +10.0% |
| 30D | -2.0% | -33.4% | +31.4% | +13.3% |
| 3M | +21.7% | +14.2% | +7.5% | +11.3% |
| 6M | +89.1% | +31.6% | +57.6% | +57.5% |
| YTD | +59.3% | +53.5% | +5.8% | +21.9% |
| 1Y | +66.2% | +14.2% | +52.0% | +39.8% |
| 3Y | +297.3% | +190.5% | +106.8% | +78.5% |
| 5Y | +227.5% | +256.3% | -28.9% | +21.7% |
| All | +264.7% | +443.3% | -178.6% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling