+67.8%
ZETA vs USAR
+27.9%
+39.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +2.7% | -2.1% | +4.8% | +2.9% |
| 30D | +15.8% | +2.6% | +13.2% | +15.0% |
| 3M | +35.4% | -35.0% | +70.4% | +42.0% |
| 6M | +67.1% | -6.9% | +74.0% | +64.1% |
| YTD | +54.1% | +48.0% | +6.1% | +42.2% |
| 1Y | +67.8% | +24.8% | +43.0% | +68.2% |
| All | +67.8% | +27.9% | +39.9% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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