+227.5%
ZETA vs PL
+37.0%
+190.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +14.5% | -10.0% | +1.3% |
| 7D | +6.2% | +10.9% | -4.7% | +3.6% |
| 30D | -2.0% | -16.4% | +14.3% | +1.4% |
| 3M | +21.7% | -39.9% | +61.6% | +34.5% |
| 6M | +89.1% | -63.2% | +152.3% | +127.4% |
| YTD | +59.3% | -27.1% | +86.4% | +55.8% |
| 1Y | +66.2% | +12.2% | +54.0% | +42.9% |
| 3Y | +297.3% | +584.3% | -287.0% | +69.1% |
| 5Y | +227.5% | +37.0% | +190.5% | +100.9% |
| All | +227.5% | +37.0% | +190.5% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling