+243.8%
ZETA vs RVTY
-14.0%
+257.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.7% |
| 7D | -6.5% | -7.4% | +0.9% | -2.6% |
| 30D | +4.8% | +4.5% | +0.3% | +2.0% |
| 3M | +53.3% | +19.5% | +33.9% | +37.3% |
| 6M | +66.8% | +34.1% | +32.7% | +38.5% |
| YTD | +50.2% | +25.3% | +24.9% | +29.9% |
| 1Y | +62.0% | +47.0% | +15.0% | +28.5% |
| 3Y | +276.4% | +14.1% | +262.2% | +225.0% |
| 5Y | +341.6% | -34.6% | +376.2% | +419.8% |
| All | +243.8% | -14.0% | +257.7% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling