+252.6%
ZETA vs PLUG
-93.0%
+345.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.6% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | +15.8% | +3.3% | +12.5% | +15.0% |
| 3M | +35.4% | -39.7% | +75.1% | +47.7% |
| 6M | +67.1% | -12.5% | +79.6% | +65.8% |
| YTD | +54.1% | +10.2% | +43.9% | +44.8% |
| 1Y | +67.8% | +50.7% | +17.1% | +44.6% |
| 3Y | +311.4% | -74.5% | +385.9% | +339.1% |
| 5Y | +324.8% | -91.8% | +416.6% | +549.8% |
| All | +252.6% | -93.0% | +345.7% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling