+90.3%
ZETA vs RVMD
+244.4%
-154.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.2% |
| 7D | -5.0% | +5.8% | -10.8% | -5.8% |
| 30D | -3.3% | -3.8% | +0.5% | -3.0% |
| 3M | +31.0% | +3.2% | +27.8% | +30.2% |
| 6M | +72.2% | +35.0% | +37.1% | +64.6% |
| YTD | +56.2% | +150.7% | -94.6% | +42.5% |
| 1Y | +90.3% | +241.0% | -150.7% | +34.3% |
| All | +90.3% | +244.4% | -154.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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