+252.6%
ZETA vs P
+425.7%
-173.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.6% |
| 7D | +2.7% | +6.5% | -3.9% | +0.1% |
| 30D | +15.8% | +18.8% | -3.0% | +6.6% |
| 3M | +35.4% | +26.7% | +8.7% | +19.4% |
| 6M | +67.1% | +62.2% | +4.9% | +29.4% |
| YTD | +54.1% | +48.5% | +5.6% | +22.3% |
| 1Y | +67.8% | +26.4% | +41.4% | +37.2% |
| 3Y | +311.4% | +159.4% | +152.0% | +102.0% |
| 5Y | +324.8% | +275.8% | +49.0% | +56.2% |
| All | +252.6% | +425.7% | -173.0% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling