+202.4%
ZETA vs PL
+20.8%
+181.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.4% | -5.1% | +3.0% |
| 7D | -0.4% | -6.8% | +6.4% | +1.0% |
| 30D | -8.0% | -29.3% | +21.3% | -1.1% |
| 3M | +21.4% | -44.8% | +66.2% | +36.8% |
| 6M | +80.1% | -68.4% | +148.5% | +123.4% |
| YTD | +52.5% | -36.4% | +88.8% | +53.8% |
| 1Y | +58.5% | +0.7% | +57.8% | +39.6% |
| 3Y | +281.7% | +455.3% | -173.6% | +72.0% |
| All | +202.4% | +20.8% | +181.6% | +89.4% |
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 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