+349.3%
ZETA vs RMBS
+269.8%
+79.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.1% | +3.5% | -3.5% | -1.2% |
| 30D | +10.5% | -8.6% | +19.1% | +13.2% |
| 3M | +44.3% | -40.3% | +84.6% | +66.4% |
| 6M | +59.4% | -1.0% | +60.4% | +42.8% |
| YTD | +49.5% | -4.6% | +54.1% | +32.8% |
| 1Y | +62.7% | +17.6% | +45.1% | +30.7% |
| 3Y | +274.6% | +58.6% | +216.0% | +133.2% |
| 5Y | +349.3% | +270.9% | +78.4% | +28.7% |
| All | +349.3% | +269.8% | +79.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling