+252.6%
ZETA vs RF
+69.5%
+183.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +1.3% | +1.3% | +1.7% |
| 30D | +15.8% | -3.6% | +19.4% | +18.5% |
| 3M | +35.4% | +8.1% | +27.3% | +28.2% |
| 6M | +67.1% | +11.5% | +55.6% | +54.8% |
| YTD | +54.1% | +15.6% | +38.5% | +39.4% |
| 1Y | +67.8% | +15.7% | +52.1% | +52.1% |
| 3Y | +311.4% | +86.9% | +224.5% | +175.4% |
| 5Y | +324.8% | +89.8% | +235.0% | +200.2% |
| All | +252.6% | +69.5% | +183.1% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling