+82.1%
ZETA vs S
+29.4%
+52.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.0% | +2.0% |
| 7D | +26.5% | +4.1% | +22.4% | +23.7% |
| 30D | +10.3% | -7.2% | +17.4% | +14.0% |
| 3M | +30.5% | 0.0% | +30.6% | +27.0% |
| 6M | +129.4% | +41.6% | +87.7% | +77.5% |
| YTD | +83.1% | +48.6% | +34.5% | +32.0% |
| 1Y | +82.1% | +30.0% | +52.0% | +34.2% |
| All | +82.1% | +29.4% | +52.6% | +34.2% |
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