+82.1%
ZETA vs P
+24.7%
+57.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.9% |
| 7D | +26.5% | +17.8% | +8.6% | +22.5% |
| 30D | +10.3% | -29.9% | +40.1% | +16.8% |
| 3M | +30.5% | -1.2% | +31.7% | +29.8% |
| 6M | +129.4% | +32.1% | +97.2% | +113.0% |
| YTD | +83.1% | +64.3% | +18.8% | +61.8% |
| 1Y | +82.1% | +24.3% | +57.8% | +60.8% |
| All | +82.1% | +24.7% | +57.4% | +60.8% |
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 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