+98.0%
ZETA vs TRU
+0.8%
+97.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +18.1% | 0.0% | +18.1% | +18.1% |
| 30D | +13.6% | +21.3% | -7.7% | +0.2% |
| 3M | +23.7% | +0.2% | +23.5% | +23.5% |
| 6M | +128.5% | +22.4% | +106.1% | +96.9% |
| YTD | +80.1% | -4.8% | +84.9% | +75.4% |
| 1Y | +98.0% | -0.2% | +98.2% | +85.3% |
| All | +98.0% | +0.8% | +97.2% | +85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling