+293.1%
ZETA vs ROIV
+413.4%
-120.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.3% |
| 7D | +26.5% | +9.2% | +17.3% | +24.3% |
| 30D | +10.3% | +19.9% | -9.6% | +6.3% |
| 3M | +30.5% | +10.6% | +20.0% | +27.1% |
| 6M | +129.4% | +36.1% | +93.3% | +111.9% |
| YTD | +83.1% | +84.3% | -1.1% | +57.7% |
| 1Y | +82.1% | +87.6% | -5.5% | +56.1% |
| 3Y | +352.3% | +353.9% | -1.6% | +220.0% |
| 5Y | +293.1% | +376.1% | -82.9% | +116.9% |
| All | +293.1% | +413.4% | -120.2% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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