+202.4%
ZETA vs S
-67.4%
+269.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +4.5% |
| 7D | -0.4% | -13.4% | +13.0% | +6.4% |
| 30D | -8.0% | -14.0% | +6.0% | -1.9% |
| 3M | +21.4% | +4.9% | +16.5% | +16.4% |
| 6M | +80.1% | +42.0% | +38.1% | +49.2% |
| YTD | +52.5% | +45.1% | +7.3% | +24.9% |
| 1Y | +58.5% | +33.1% | +25.4% | +34.0% |
| 3Y | +281.7% | +40.6% | +241.0% | +199.2% |
| All | +202.4% | -67.4% | +269.8% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling