+80.1%
ZETA vs Q
-20.9%
+101.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.3% | -1.0% | +5.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -8.0% | -9.8% | +1.8% | -9.7% |
| 3M | +21.4% | -12.2% | +33.6% | +19.5% |
| 6M | +80.1% | -21.6% | +101.7% | +73.5% |
| All | +80.1% | -20.9% | +101.0% | +73.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling