+347.2%
ZETA vs PL
+82.7%
+264.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | +2.7% | -9.3% | +12.0% | +4.6% |
| 30D | +15.8% | -18.9% | +34.7% | +20.8% |
| 3M | +35.4% | -58.4% | +93.8% | +60.9% |
| 6M | +67.1% | -30.3% | +97.4% | +69.8% |
| YTD | +54.1% | -8.1% | +62.2% | +44.4% |
| 1Y | +67.8% | +180.5% | -112.7% | +11.8% |
| 3Y | +311.4% | +444.1% | -132.7% | +94.5% |
| All | +347.2% | +82.7% | +264.6% | +160.7% |
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