+246.3%
ZETA vs RVMD
+528.2%
-281.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | +15.6% | +1.1% | +14.5% | +15.2% |
| 3M | +41.5% | +39.6% | +1.9% | +29.8% |
| 6M | +63.4% | +110.7% | -47.3% | +32.6% |
| YTD | +51.3% | +160.3% | -109.0% | +13.8% |
| 1Y | +65.8% | +404.9% | -339.1% | +3.3% |
| 3Y | +279.2% | +545.5% | -266.3% | +110.2% |
| 5Y | +341.8% | +584.7% | -242.9% | +97.4% |
| All | +246.3% | +528.2% | -281.9% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling