+239.5%
ZETA vs RUN
-80.1%
+319.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.7% | -3.7% | 0.0% | -3.1% |
| 30D | +5.7% | -13.0% | +18.7% | +8.2% |
| 3M | +50.4% | -31.8% | +82.2% | +60.1% |
| 6M | +65.5% | -32.2% | +97.7% | +74.4% |
| YTD | +48.3% | -53.5% | +101.8% | +64.5% |
| 1Y | +45.4% | -46.5% | +91.9% | +56.5% |
| 3Y | +270.8% | -37.6% | +308.4% | +198.4% |
| 5Y | +336.1% | -80.9% | +417.0% | +318.4% |
| All | +239.5% | -80.1% | +319.6% | +229.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling