+341.8%
ZETA vs RVTY
-32.1%
+373.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | +15.6% | +10.8% | +4.7% | +8.9% |
| 3M | +41.5% | +26.8% | +14.7% | +22.3% |
| 6M | +63.4% | +39.3% | +24.1% | +32.6% |
| YTD | +51.3% | +31.6% | +19.7% | +27.1% |
| 1Y | +65.8% | +47.7% | +18.1% | +30.5% |
| 3Y | +279.2% | +19.9% | +259.3% | +217.5% |
| 5Y | +341.8% | -32.3% | +374.1% | +420.6% |
| All | +341.8% | -32.1% | +373.9% | +420.6% |
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 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