+246.3%
ZETA vs QSR
+38.2%
+208.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +15.6% | +5.9% | +9.7% | +10.6% |
| 3M | +41.5% | +10.5% | +31.0% | +30.7% |
| 6M | +63.4% | +7.7% | +55.7% | +52.7% |
| YTD | +51.3% | +16.8% | +34.5% | +32.5% |
| 1Y | +65.8% | +30.9% | +34.9% | +32.2% |
| 3Y | +279.2% | +28.2% | +251.0% | +192.0% |
| 5Y | +341.8% | +45.0% | +296.8% | +151.3% |
| All | +246.3% | +38.2% | +208.1% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling