+63.0%
ZETA vs USAR
-50.4%
+113.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -2.0% | +3.4% |
| 7D | +6.2% | -1.1% | +7.3% | +6.3% |
| 30D | -2.0% | -30.3% | +28.2% | +3.2% |
| 3M | +21.7% | -54.7% | +76.4% | +36.5% |
| 6M | +89.1% | -67.5% | +156.7% | +121.3% |
| YTD | +59.3% | -26.4% | +85.7% | +58.3% |
| All | +63.0% | -50.4% | +113.4% | +71.1% |
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