+348.6%
ZETA vs S
+41.6%
+307.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +18.1% | +2.0% | +16.1% | +16.8% |
| 30D | +13.6% | -2.7% | +16.3% | +14.6% |
| 3M | +23.7% | -6.9% | +30.6% | +25.5% |
| 6M | +128.5% | +38.1% | +90.4% | +88.1% |
| YTD | +80.1% | +48.0% | +32.1% | +42.1% |
| 1Y | +98.0% | +34.5% | +63.5% | +61.9% |
| 3Y | +348.6% | +38.3% | +310.3% | +326.0% |
| All | +348.6% | +41.6% | +307.0% | +326.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling