+312.3%
ZETA vs REPL
-35.6%
+347.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +18.1% | +1.2% | +16.9% | +18.0% |
| 30D | +13.6% | +92.2% | -78.6% | +9.4% |
| 3M | +23.7% | +44.1% | -20.4% | +20.9% |
| 6M | +128.5% | +313.0% | -184.5% | +100.6% |
| YTD | +80.1% | +125.2% | -45.1% | +57.8% |
| 1Y | +98.0% | +143.8% | -45.8% | +72.4% |
| 3Y | +348.6% | +104.2% | +244.4% | +202.9% |
| 5Y | +286.6% | -34.5% | +321.1% | +222.5% |
| All | +312.3% | -35.6% | +347.9% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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