+239.5%
ZETA vs QSR
+35.9%
+203.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.7% |
| 7D | -3.7% | -4.0% | +0.3% | -1.0% |
| 30D | +5.7% | +2.8% | +3.0% | +3.4% |
| 3M | +50.4% | +5.1% | +45.4% | +44.2% |
| 6M | +65.5% | +8.8% | +56.7% | +53.2% |
| YTD | +48.3% | +14.8% | +33.5% | +31.4% |
| 1Y | +45.4% | +25.7% | +19.7% | +19.3% |
| 3Y | +270.8% | +27.5% | +243.2% | +185.6% |
| 5Y | +336.1% | +41.3% | +294.9% | +152.1% |
| All | +239.5% | +35.9% | +203.6% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling