+250.1%
ZETA vs USAR
-13.4%
+263.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -2.0% | +4.2% |
| 7D | +6.2% | -1.1% | +7.3% | +6.2% |
| 30D | -2.0% | -30.3% | +28.2% | -0.8% |
| 3M | +21.7% | -54.7% | +76.4% | +25.0% |
| 6M | +89.1% | -67.5% | +156.7% | +95.9% |
| YTD | +59.3% | -26.4% | +85.7% | +63.0% |
| 1Y | +66.2% | -49.5% | +115.7% | +70.0% |
| 3Y | +297.3% | -14.5% | +311.8% | +343.0% |
| All | +250.1% | -13.4% | +263.5% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling