+254.2%
ZETA vs RVTY
-7.6%
+261.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +8.7% |
| 7D | +13.2% | -2.7% | +15.9% | +14.9% |
| 30D | +6.0% | +3.2% | +2.7% | +4.2% |
| 3M | +27.3% | +37.2% | -9.9% | +6.1% |
| 6M | +104.6% | +57.7% | +46.9% | +55.7% |
| YTD | +72.3% | +64.8% | +7.5% | +27.1% |
| 1Y | +76.3% | +72.8% | +3.5% | +26.3% |
| 3Y | +325.6% | +89.8% | +235.8% | +170.7% |
| 5Y | +254.2% | -8.4% | +262.7% | +262.8% |
| All | +254.2% | -7.6% | +261.9% | +262.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling