+252.6%
ZETA vs USFR
+20.4%
+232.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.9% |
| 30D | +15.8% | +0.3% | +15.5% | +17.3% |
| 3M | +35.4% | +1.0% | +34.4% | +41.3% |
| 6M | +67.1% | +1.9% | +65.2% | +82.6% |
| YTD | +54.1% | +2.6% | +51.4% | +72.9% |
| 1Y | +67.8% | +4.0% | +63.8% | +98.7% |
| 3Y | +311.4% | +14.1% | +297.3% | +745.0% |
| 5Y | +324.8% | +20.4% | +304.4% | +1,628.3% |
| All | +252.6% | +20.4% | +232.3% | +1,322.1% |
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