+290.4%
ZETA vs S
+16.9%
+273.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +2.7% | -7.7% | +10.4% | +6.7% |
| 30D | +15.8% | -5.3% | +21.1% | +18.2% |
| 3M | +35.4% | +20.3% | +15.2% | +22.1% |
| 6M | +67.1% | +47.4% | +19.7% | +34.4% |
| YTD | +54.1% | +32.5% | +21.5% | +30.5% |
| 1Y | +67.8% | +9.5% | +58.3% | +54.9% |
| All | +290.4% | +16.9% | +273.5% | +237.4% |
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