+324.5%
ZETA vs USFR
+21.3%
+303.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +18.8% | +0.1% | +18.7% | +19.2% |
| 30D | +12.6% | +0.4% | +12.2% | +14.6% |
| 3M | +29.5% | +1.1% | +28.4% | +35.8% |
| 6M | +128.6% | +2.1% | +126.5% | +150.0% |
| YTD | +85.5% | +3.4% | +82.0% | +115.9% |
| 1Y | +90.6% | +4.1% | +86.5% | +127.3% |
| 3Y | +358.0% | +14.4% | +343.6% | +832.6% |
| 5Y | +282.0% | +21.4% | +260.5% | +1,530.0% |
| All | +324.5% | +21.3% | +303.2% | +1,677.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling