+90.3%
ZETA vs RF
+25.4%
+64.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.5% |
| 7D | -5.0% | +2.3% | -7.2% | -6.6% |
| 30D | -3.3% | +7.2% | -10.6% | -8.6% |
| 3M | +31.0% | -8.2% | +39.2% | +40.3% |
| 6M | +72.2% | +7.0% | +65.1% | +59.1% |
| YTD | +56.2% | +10.3% | +45.9% | +35.8% |
| 1Y | +90.3% | +25.1% | +65.2% | +27.3% |
| All | +90.3% | +25.4% | +64.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling