+312.3%
ZETA vs USFR
+21.4%
+290.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | +18.1% | +0.1% | +18.1% | +18.4% |
| 30D | +13.6% | +0.4% | +13.2% | +15.5% |
| 3M | +23.7% | +1.1% | +22.7% | +29.7% |
| 6M | +128.5% | +2.0% | +126.5% | +149.7% |
| YTD | +80.1% | +3.5% | +76.6% | +109.9% |
| 1Y | +98.0% | +4.1% | +93.9% | +136.1% |
| 3Y | +348.6% | +14.4% | +334.2% | +809.9% |
| 5Y | +286.6% | +21.4% | +265.2% | +1,534.5% |
| All | +312.3% | +21.4% | +290.9% | +1,626.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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