+312.3%
ZETA vs Z
-73.3%
+385.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.1% | -3.3% |
| 7D | +18.1% | +0.8% | +17.3% | +17.3% |
| 30D | +13.6% | +5.2% | +8.4% | +9.2% |
| 3M | +23.7% | -17.0% | +40.8% | +31.9% |
| 6M | +128.5% | -22.7% | +151.1% | +151.2% |
| YTD | +80.1% | -56.3% | +136.4% | +158.0% |
| 1Y | +98.0% | -57.7% | +155.7% | +187.8% |
| 3Y | +348.6% | -16.5% | +365.1% | +357.3% |
| 5Y | +286.6% | -53.4% | +340.0% | +349.8% |
| All | +312.3% | -73.3% | +385.5% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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