+281.7%
ZETA vs USAR
-19.7%
+301.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.8% | -5.6% | +4.8% |
| 7D | -0.4% | -14.5% | +14.1% | +0.1% |
| 30D | -8.0% | -37.8% | +29.8% | -6.4% |
| 3M | +21.4% | -52.8% | +74.2% | +24.6% |
| 6M | +80.1% | -71.2% | +151.3% | +87.3% |
| YTD | +52.5% | -30.9% | +83.4% | +56.5% |
| 1Y | +58.5% | -48.0% | +106.5% | +62.8% |
| 3Y | +281.7% | -19.7% | +301.4% | +321.8% |
| All | +281.7% | -19.7% | +301.4% | +321.8% |
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