+361.9%
ZETA vs PLUG
-59.6%
+421.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +7.7% |
| 7D | +18.8% | -7.2% | +25.9% | +19.6% |
| 30D | +12.6% | -16.4% | +29.0% | +14.6% |
| 3M | +29.5% | -39.0% | +68.4% | +35.7% |
| 6M | +128.6% | -61.5% | +190.1% | +149.0% |
| YTD | +85.5% | -31.2% | +116.7% | +87.8% |
| 1Y | +90.6% | -46.4% | +137.0% | +97.1% |
| All | +361.9% | -59.6% | +421.5% | +359.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling