+325.6%
ZETA vs RF
+116.7%
+208.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.8% |
| 7D | +13.2% | +0.3% | +12.9% | +13.0% |
| 30D | +6.0% | +6.2% | -0.2% | +1.4% |
| 3M | +27.3% | -7.8% | +35.2% | +34.8% |
| 6M | +104.6% | +5.9% | +98.7% | +94.5% |
| YTD | +72.3% | +9.0% | +63.3% | +59.9% |
| 1Y | +76.3% | +19.3% | +57.1% | +53.4% |
| 3Y | +325.6% | +116.4% | +209.2% | +174.5% |
| All | +325.6% | +116.7% | +208.9% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling