+294.9%
ZETA vs PL
+31.5%
+263.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | +18.1% | +10.0% | +8.1% | +15.5% |
| 30D | +13.6% | -2.3% | +15.8% | +13.8% |
| 3M | +23.7% | -44.2% | +67.9% | +39.0% |
| 6M | +128.5% | -66.1% | +194.6% | +180.3% |
| YTD | +80.1% | -30.0% | +110.1% | +77.7% |
| 1Y | +98.0% | +21.0% | +77.0% | +66.6% |
| 3Y | +348.6% | +516.5% | -167.9% | +96.8% |
| All | +294.9% | +31.5% | +263.4% | +141.3% |
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