+319.2%
ZETA vs PL
+40.4%
+278.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.6% |
| 7D | +26.5% | +22.3% | +4.2% | +20.8% |
| 30D | +10.3% | -8.3% | +18.6% | +12.0% |
| 3M | +30.5% | -43.3% | +73.8% | +46.1% |
| 6M | +129.4% | -65.8% | +195.2% | +180.7% |
| YTD | +83.1% | -29.5% | +112.7% | +80.4% |
| 1Y | +82.1% | +11.7% | +70.3% | +56.7% |
| 3Y | +352.3% | +540.6% | -188.2% | +96.4% |
| 5Y | +293.1% | +32.9% | +260.3% | +141.9% |
| All | +319.2% | +40.4% | +278.8% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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