+246.3%
ZETA vs Z
-71.0%
+317.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.7% | +1.3% |
| 7D | -2.4% | -3.3% | +0.8% | -1.0% |
| 30D | +15.6% | -3.7% | +19.3% | +17.1% |
| 3M | +41.5% | -7.0% | +48.5% | +45.7% |
| 6M | +63.4% | -29.5% | +92.9% | +91.1% |
| YTD | +51.3% | -52.6% | +103.9% | +113.0% |
| 1Y | +65.8% | -64.0% | +129.8% | +164.4% |
| 3Y | +279.2% | -36.4% | +315.6% | +346.4% |
| 5Y | +341.8% | -65.8% | +407.5% | +411.4% |
| All | +246.3% | -71.0% | +317.3% | +308.8% |
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