+90.3%
ZETA vs RUN
-53.7%
+144.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | -5.0% | +18.5% | -23.5% | -8.3% |
| 30D | -3.3% | +15.5% | -18.9% | -6.3% |
| 3M | +31.0% | -20.3% | +51.3% | +36.1% |
| 6M | +72.2% | -30.8% | +102.9% | +82.0% |
| YTD | +56.2% | -52.2% | +108.4% | +75.1% |
| 1Y | +90.3% | -53.9% | +144.2% | +114.0% |
| All | +90.3% | -53.7% | +144.0% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling