+349.3%
ZETA vs RUN
-80.3%
+429.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.3% |
| 7D | -0.1% | -1.8% | +1.7% | +0.2% |
| 30D | +10.5% | -10.8% | +21.3% | +12.6% |
| 3M | +44.3% | -30.2% | +74.5% | +53.0% |
| 6M | +59.4% | -22.3% | +81.8% | +63.7% |
| YTD | +49.5% | -52.2% | +101.7% | +65.2% |
| 1Y | +62.7% | -45.1% | +107.8% | +74.4% |
| 3Y | +274.6% | -37.1% | +311.7% | +198.7% |
| 5Y | +349.3% | -80.3% | +429.6% | +359.6% |
| All | +349.3% | -80.3% | +429.6% | +359.6% |
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