+249.0%
ZETA vs PLUG
-95.4%
+344.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.4% | -2.1% | +3.9% |
| 7D | -0.4% | +5.8% | -6.3% | -1.5% |
| 30D | -8.0% | -18.5% | +10.5% | -4.5% |
| 3M | +21.4% | -30.0% | +51.4% | +29.2% |
| 6M | +80.1% | -56.2% | +136.3% | +105.4% |
| YTD | +52.5% | -26.4% | +78.9% | +54.1% |
| 1Y | +58.5% | -42.2% | +100.7% | +67.0% |
| 3Y | +281.7% | -76.8% | +358.5% | +295.2% |
| 5Y | +237.3% | -96.2% | +333.5% | +492.8% |
| All | +249.0% | -95.4% | +344.4% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling