+249.0%
ZETA vs P
+411.1%
-162.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.8% | +3.9% |
| 7D | -0.4% | -23.8% | +23.4% | +9.9% |
| 30D | -8.0% | -36.6% | +28.6% | +8.4% |
| 3M | +21.4% | +10.9% | +10.5% | +12.3% |
| 6M | +80.1% | +30.0% | +50.1% | +50.2% |
| YTD | +52.5% | +44.4% | +8.1% | +19.4% |
| 1Y | +58.5% | +3.9% | +54.5% | +38.6% |
| 3Y | +281.7% | +176.6% | +105.1% | +74.2% |
| 5Y | +237.3% | +249.3% | -12.0% | +25.8% |
| All | +249.0% | +411.1% | -162.0% | +12.8% |
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