+242.2%
ZETA vs P
+412.7%
-170.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.4% |
| 7D | -0.1% | +5.0% | -5.1% | -2.0% |
| 30D | +10.5% | -0.9% | +11.4% | +9.6% |
| 3M | +44.3% | +38.7% | +5.7% | +22.4% |
| 6M | +59.4% | +54.4% | +5.1% | +26.0% |
| YTD | +49.5% | +44.8% | +4.6% | +19.8% |
| 1Y | +62.7% | +22.5% | +40.1% | +34.7% |
| 3Y | +274.6% | +148.2% | +126.4% | +88.0% |
| 5Y | +349.3% | +268.9% | +80.4% | +66.5% |
| All | +242.2% | +412.7% | -170.5% | +13.1% |
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