+291.9%
ZETA vs PLUG
-74.3%
+366.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.4% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | +15.8% | +3.3% | +12.5% | +15.4% |
| 3M | +35.4% | -39.7% | +75.1% | +41.9% |
| 6M | +67.1% | -12.5% | +79.6% | +66.4% |
| YTD | +54.1% | +10.2% | +43.9% | +49.2% |
| 1Y | +67.8% | +50.7% | +17.1% | +58.6% |
| All | +291.9% | -74.3% | +366.1% | +311.1% |
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