+67.8%
ZETA vs S
+10.1%
+57.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +2.7% | -7.7% | +10.4% | +7.4% |
| 30D | +15.8% | -5.3% | +21.1% | +18.3% |
| 3M | +35.4% | +20.3% | +15.2% | +18.3% |
| 6M | +67.1% | +47.4% | +19.7% | +24.9% |
| YTD | +54.1% | +32.5% | +21.5% | +21.7% |
| 1Y | +67.8% | +9.5% | +58.3% | +49.9% |
| All | +67.8% | +10.1% | +57.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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