+67.8%
ZETA vs QSR
+33.2%
+34.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +2.4% | +0.2% | +1.7% |
| 30D | +15.8% | +7.6% | +8.2% | +12.3% |
| 3M | +35.4% | +12.6% | +22.8% | +28.3% |
| 6M | +67.1% | +14.4% | +52.7% | +54.8% |
| YTD | +54.1% | +19.6% | +34.4% | +39.0% |
| 1Y | +67.8% | +33.9% | +33.9% | +34.6% |
| All | +67.8% | +33.2% | +34.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling