+312.3%
ZETA vs RJF
+109.2%
+203.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.4% |
| 7D | +18.1% | +3.6% | +14.5% | +14.6% |
| 30D | +13.6% | +7.2% | +6.3% | +6.7% |
| 3M | +23.7% | -6.5% | +30.2% | +30.4% |
| 6M | +128.5% | +10.3% | +118.2% | +108.9% |
| YTD | +80.1% | +6.5% | +73.6% | +69.1% |
| 1Y | +98.0% | +6.1% | +91.9% | +86.6% |
| 3Y | +348.6% | +74.9% | +273.7% | +180.8% |
| 5Y | +286.6% | +81.3% | +205.3% | +131.4% |
| All | +312.3% | +109.2% | +203.0% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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