+291.9%
ZETA vs P
+158.6%
+133.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.5% |
| 7D | +2.7% | +6.5% | -3.9% | +0.8% |
| 30D | +15.8% | +18.8% | -3.0% | +8.9% |
| 3M | +35.4% | +26.7% | +8.7% | +23.4% |
| 6M | +67.1% | +62.2% | +4.9% | +38.2% |
| YTD | +54.1% | +48.5% | +5.6% | +30.0% |
| 1Y | +67.8% | +26.4% | +41.4% | +44.8% |
| All | +291.9% | +158.6% | +133.3% | +173.2% |
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