+341.6%
ZETA vs QSR
+40.6%
+301.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | -6.5% | -4.7% | -1.8% | -3.3% |
| 30D | +4.8% | +4.3% | +0.5% | +1.4% |
| 3M | +53.3% | +5.4% | +47.9% | +46.5% |
| 6M | +66.8% | +8.2% | +58.7% | +54.9% |
| YTD | +50.2% | +14.1% | +36.0% | +33.4% |
| 1Y | +62.0% | +28.1% | +33.9% | +30.6% |
| 3Y | +276.4% | +25.3% | +251.1% | +192.3% |
| 5Y | +341.6% | +40.4% | +301.2% | +139.1% |
| All | +341.6% | +40.6% | +301.0% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling