+62.0%
ZETA vs USAR
+12.3%
+49.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.4% | +1.3% |
| 7D | -6.5% | -9.3% | +2.8% | -5.3% |
| 30D | +4.8% | -15.2% | +20.0% | +6.9% |
| 3M | +53.3% | -21.1% | +74.4% | +56.4% |
| 6M | +66.8% | -21.6% | +88.4% | +67.7% |
| YTD | +50.2% | +34.8% | +15.4% | +40.4% |
| 1Y | +62.0% | +15.6% | +46.4% | +64.1% |
| All | +62.0% | +12.3% | +49.7% | +64.1% |
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 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