+348.6%
ZETA vs WY
-23.6%
+372.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | +18.1% | -0.8% | +18.9% | +18.4% |
| 30D | +13.6% | +10.1% | +3.5% | +8.6% |
| 3M | +23.7% | -15.4% | +39.1% | +32.4% |
| 6M | +128.5% | -8.3% | +136.8% | +132.7% |
| YTD | +80.1% | -9.8% | +89.9% | +81.4% |
| 1Y | +98.0% | -3.9% | +101.9% | +91.0% |
| 3Y | +348.6% | -23.3% | +371.9% | +388.4% |
| All | +348.6% | -23.6% | +372.2% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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