+246.3%
ZETA vs REPL
-56.6%
+302.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | -2.4% | -5.7% | +3.3% | -2.2% |
| 30D | +15.6% | +22.5% | -6.9% | +14.1% |
| 3M | +41.5% | +64.7% | -23.2% | +33.8% |
| 6M | +63.4% | +83.0% | -19.6% | +45.2% |
| YTD | +51.3% | +52.0% | -0.7% | +35.8% |
| 1Y | +65.8% | +144.5% | -78.7% | +38.1% |
| 3Y | +279.2% | -25.1% | +304.3% | +210.8% |
| 5Y | +341.8% | -52.9% | +394.6% | +270.7% |
| All | +246.3% | -56.6% | +302.9% | +187.9% |
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