+279.2%
ZETA vs USAR
+73.6%
+205.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -2.4% | +2.3% | -4.8% | -2.5% |
| 30D | +15.6% | -8.6% | +24.2% | +15.9% |
| 3M | +41.5% | -20.5% | +62.0% | +42.1% |
| 6M | +63.4% | +1.2% | +62.2% | +63.0% |
| YTD | +51.3% | +48.4% | +2.9% | +51.1% |
| 1Y | +65.8% | +30.6% | +35.2% | +67.8% |
| 3Y | +279.2% | +73.6% | +205.5% | +324.1% |
| All | +279.2% | +73.6% | +205.5% | +324.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling