+273.7%
ZETA vs RUN
-37.3%
+311.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +10.5% | -10.8% | +21.3% | +11.7% |
| 3M | +44.3% | -30.2% | +74.5% | +49.4% |
| 6M | +59.4% | -22.3% | +81.8% | +62.2% |
| YTD | +49.5% | -52.2% | +101.7% | +58.9% |
| 1Y | +62.7% | -45.1% | +107.8% | +71.0% |
| All | +273.7% | -37.3% | +311.0% | +230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling