+294.9%
ZETA vs RUN
-85.3%
+380.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +18.1% | -13.5% | +31.6% | +20.9% |
| 30D | +13.6% | +18.3% | -4.7% | +9.0% |
| 3M | +23.7% | -12.5% | +36.2% | +25.1% |
| 6M | +128.5% | -40.3% | +168.8% | +146.2% |
| YTD | +80.1% | -53.1% | +133.2% | +97.5% |
| 1Y | +98.0% | -54.3% | +152.3% | +117.8% |
| 3Y | +348.6% | -6.5% | +355.1% | +213.6% |
| All | +294.9% | -85.3% | +380.2% | +358.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling