+266.5%
ZETA vs S
-57.8%
+324.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | -2.4% | -5.8% | +3.4% | +0.2% |
| 30D | +15.6% | -9.2% | +24.8% | +20.0% |
| 3M | +41.5% | +23.4% | +18.1% | +28.1% |
| 6M | +63.4% | +36.9% | +26.5% | +40.5% |
| YTD | +51.3% | +29.5% | +21.8% | +33.4% |
| 1Y | +65.8% | +5.4% | +60.4% | +59.0% |
| 3Y | +279.2% | +14.7% | +264.5% | +234.2% |
| 5Y | +341.8% | -71.5% | +413.3% | +458.0% |
| All | +266.5% | -57.8% | +324.3% | +316.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling