+252.6%
ZETA vs RACE
+100.8%
+151.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.8% |
| 7D | +2.7% | -2.5% | +5.2% | +4.3% |
| 30D | +15.8% | +0.8% | +15.0% | +15.2% |
| 3M | +35.4% | +17.2% | +18.3% | +21.9% |
| 6M | +67.1% | +13.6% | +53.5% | +52.5% |
| YTD | +54.1% | +12.2% | +41.8% | +40.4% |
| 1Y | +67.8% | -16.3% | +84.1% | +83.4% |
| 3Y | +311.4% | +36.4% | +275.0% | +180.1% |
| 5Y | +324.8% | +95.0% | +229.8% | +104.2% |
| All | +252.6% | +100.8% | +151.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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