+63.2%
ZETA vs Q
+75.3%
-12.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.0% |
| 7D | -2.4% | +6.7% | -9.2% | -3.1% |
| 30D | +15.6% | -10.6% | +26.2% | +17.0% |
| 3M | +41.5% | -14.6% | +56.1% | +40.9% |
| 6M | +63.4% | +12.1% | +51.4% | +43.0% |
| YTD | +51.3% | +51.3% | 0.0% | +13.7% |
| All | +63.2% | +75.3% | -12.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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