+341.6%
ZETA vs RSG
+89.5%
+252.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -6.5% | -1.8% | -4.7% | -5.7% |
| 30D | +4.8% | +2.8% | +2.0% | +3.6% |
| 3M | +53.3% | +4.3% | +49.0% | +49.9% |
| 6M | +66.8% | -0.5% | +67.3% | +66.6% |
| YTD | +50.2% | +5.2% | +44.9% | +45.2% |
| 1Y | +62.0% | -2.1% | +64.2% | +62.9% |
| 3Y | +276.4% | +56.5% | +219.8% | +182.5% |
| 5Y | +341.6% | +89.5% | +252.1% | +167.3% |
| All | +341.6% | +89.5% | +252.1% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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