+294.9%
ZETA vs PLUG
-97.5%
+392.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.5% | +8.8% | +0.3% |
| 7D | +18.1% | -23.4% | +41.6% | +23.6% |
| 30D | +13.6% | -23.4% | +37.0% | +18.9% |
| 3M | +23.7% | -51.7% | +75.5% | +40.5% |
| 6M | +128.5% | -72.0% | +200.5% | +183.3% |
| YTD | +80.1% | -43.7% | +123.8% | +90.4% |
| 1Y | +98.0% | -55.4% | +153.4% | +118.0% |
| 3Y | +348.6% | -68.0% | +416.6% | +316.3% |
| All | +294.9% | -97.5% | +392.4% | +768.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling