+294.9%
ZETA vs TRU
-26.5%
+321.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | +23.7% | +0.2% | +23.5% | +21.2% |
| 6M | +128.5% | +22.4% | +106.1% | +95.7% |
| YTD | +80.1% | -4.8% | +84.9% | +79.9% |
| 1Y | +98.0% | -0.2% | +98.2% | +91.8% |
| 3Y | +348.6% | +57.9% | +290.7% | +220.5% |
| All | +294.9% | -26.5% | +321.4% | +446.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling