+202.4%
ZETA vs REPL
-35.6%
+238.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.0% | -2.7% | +4.9% |
| 7D | -0.4% | +22.8% | -23.2% | -1.5% |
| 30D | -8.0% | +63.8% | -71.8% | -10.5% |
| 3M | +21.4% | +68.1% | -46.7% | +17.7% |
| 6M | +80.1% | +528.5% | -448.4% | +54.6% |
| YTD | +52.5% | +122.4% | -69.9% | +34.5% |
| 1Y | +58.5% | +154.4% | -95.9% | +38.5% |
| 3Y | +281.7% | +68.0% | +213.7% | +174.5% |
| All | +202.4% | -35.6% | +238.1% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling