+249.0%
ZETA vs RF
+57.7%
+191.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.6% | +5.5% |
| 7D | -0.4% | -0.9% | +0.5% | +0.2% |
| 30D | -8.0% | +6.0% | -14.1% | -11.5% |
| 3M | +21.4% | -8.9% | +30.3% | +28.7% |
| 6M | +80.1% | +2.3% | +77.8% | +76.5% |
| YTD | +52.5% | +7.6% | +44.9% | +44.5% |
| 1Y | +58.5% | +21.2% | +37.3% | +39.4% |
| 3Y | +281.7% | +108.5% | +173.1% | +141.6% |
| 5Y | +237.3% | +43.2% | +194.1% | +162.3% |
| All | +249.0% | +57.7% | +191.3% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling