+312.3%
ZETA vs RF
+60.8%
+251.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.5% |
| 7D | +18.1% | +1.9% | +16.2% | +16.6% |
| 30D | +13.6% | +7.3% | +6.2% | +8.4% |
| 3M | +23.7% | -7.9% | +31.7% | +30.2% |
| 6M | +128.5% | +10.5% | +118.0% | +112.8% |
| YTD | +80.1% | +9.6% | +70.5% | +68.5% |
| 1Y | +98.0% | +20.3% | +77.7% | +74.6% |
| 3Y | +348.6% | +119.5% | +229.1% | +175.0% |
| 5Y | +286.6% | +48.2% | +238.4% | +195.6% |
| All | +312.3% | +60.8% | +251.4% | +206.7% |
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