+264.7%
ZETA vs REPL
-34.5%
+299.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +4.3% |
| 7D | +6.2% | +14.2% | -8.0% | +5.5% |
| 30D | -2.0% | +65.9% | -67.9% | -4.9% |
| 3M | +21.7% | +84.6% | -62.9% | +17.3% |
| 6M | +89.1% | +446.9% | -357.8% | +62.8% |
| YTD | +59.3% | +129.0% | -69.7% | +39.5% |
| 1Y | +66.2% | +167.9% | -101.7% | +43.8% |
| 3Y | +297.3% | +93.9% | +203.4% | +173.4% |
| 5Y | +227.5% | -33.0% | +260.4% | +172.5% |
| All | +264.7% | -34.5% | +299.2% | +195.8% |
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