+361.9%
ZETA vs P
+193.5%
+168.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.4% | +3.2% | +6.3% |
| 7D | +18.8% | -4.7% | +23.5% | +20.2% |
| 30D | +12.6% | -31.4% | +44.1% | +24.4% |
| 3M | +29.5% | -2.6% | +32.1% | +27.9% |
| 6M | +128.6% | +21.9% | +106.7% | +107.1% |
| YTD | +85.5% | +58.9% | +26.5% | +51.9% |
| 1Y | +90.6% | +21.7% | +68.9% | +65.6% |
| All | +361.9% | +193.5% | +168.5% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling