+239.5%
ZETA vs TRU
-24.6%
+264.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.9% |
| 7D | -3.7% | -2.7% | -1.0% | -2.0% |
| 30D | +5.7% | -2.0% | +7.8% | +7.0% |
| 3M | +50.4% | +18.4% | +32.0% | +33.5% |
| 6M | +65.5% | +8.9% | +56.6% | +55.8% |
| YTD | +48.3% | -8.9% | +57.2% | +55.2% |
| 1Y | +45.4% | -15.9% | +61.2% | +59.4% |
| 3Y | +270.8% | -1.1% | +271.8% | +260.9% |
| 5Y | +336.1% | -35.2% | +371.3% | +523.3% |
| All | +239.5% | -24.6% | +264.1% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling