+269.4%
ZETA vs S
-52.7%
+322.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +4.6% |
| 7D | -0.4% | -13.4% | +13.0% | +6.1% |
| 30D | -8.0% | -14.0% | +6.0% | -2.1% |
| 3M | +21.4% | +4.9% | +16.5% | +16.7% |
| 6M | +80.1% | +42.0% | +38.1% | +50.6% |
| YTD | +52.5% | +45.1% | +7.3% | +26.2% |
| 1Y | +58.5% | +33.1% | +25.4% | +35.2% |
| 3Y | +281.7% | +40.6% | +241.0% | +204.4% |
| 5Y | +237.3% | -67.5% | +304.7% | +295.6% |
| All | +269.4% | -52.7% | +322.1% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling