+45.4%
ZETA vs TRU
-13.7%
+59.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +32.9% |
| 6M | +65.5% | +8.9% | +56.6% | +54.7% |
| YTD | +48.3% | -8.9% | +57.2% | +50.2% |
| 1Y | +45.4% | -15.9% | +61.2% | +47.8% |
| All | +45.4% | -13.7% | +59.0% | +47.8% |
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 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