+246.3%
ZETA vs TROW
-28.6%
+275.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | +15.6% | -4.0% | +19.6% | +19.6% |
| 3M | +41.5% | +5.0% | +36.5% | +34.9% |
| 6M | +63.4% | +24.3% | +39.1% | +35.3% |
| YTD | +51.3% | +9.8% | +41.5% | +39.7% |
| 1Y | +65.8% | +6.4% | +59.4% | +57.8% |
| 3Y | +279.2% | +15.8% | +263.4% | +230.0% |
| 5Y | +341.8% | -37.3% | +379.0% | +459.0% |
| All | +246.3% | -28.6% | +275.0% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling