+231.5%
ZETA vs RF
+58.3%
+173.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.1% | -5.9% |
| 7D | -10.0% | -1.6% | -8.4% | -8.9% |
| 30D | -10.6% | +5.0% | -15.6% | -13.4% |
| 3M | +8.9% | -10.0% | +18.8% | +16.4% |
| 6M | +65.1% | +3.3% | +61.8% | +60.8% |
| YTD | +44.8% | +7.9% | +36.9% | +36.9% |
| 1Y | +47.8% | +21.2% | +26.6% | +29.9% |
| 3Y | +248.8% | +105.8% | +142.9% | +122.5% |
| 5Y | +220.3% | +43.7% | +176.6% | +148.5% |
| All | +231.5% | +58.3% | +173.2% | +149.3% |
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 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