+112.4%
ZETA vs Q
-16.2%
+128.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.3% | +8.1% |
| 7D | +13.2% | +4.0% | +9.2% | +13.1% |
| 30D | +6.0% | -2.3% | +8.3% | +4.8% |
| 3M | +27.3% | -7.9% | +35.3% | +25.6% |
| All | +112.4% | -16.2% | +128.7% | +102.2% |
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