+270.8%
ZETA vs TROW
+11.3%
+259.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.2% |
| 7D | -3.7% | -3.2% | -0.6% | -1.0% |
| 30D | +5.7% | -4.6% | +10.3% | +10.1% |
| 3M | +50.4% | -0.7% | +51.1% | +50.0% |
| 6M | +65.5% | +22.2% | +43.3% | +36.8% |
| YTD | +48.3% | +6.6% | +41.7% | +38.9% |
| 1Y | +45.4% | +5.8% | +39.5% | +37.9% |
| 3Y | +270.8% | +11.6% | +259.2% | +213.6% |
| All | +270.8% | +11.3% | +259.4% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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