+63.0%
ZETA vs PL
+8.6%
+54.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +14.5% | -10.0% | +2.8% |
| 7D | +6.2% | +10.9% | -4.7% | +4.7% |
| 30D | -2.0% | -16.4% | +14.3% | -0.8% |
| 3M | +21.7% | -39.9% | +61.6% | +27.1% |
| 6M | +89.1% | -63.2% | +152.3% | +104.7% |
| YTD | +59.3% | -27.1% | +86.4% | +58.0% |
| All | +63.0% | +8.6% | +54.4% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling