+62.7%
ZETA vs Z
-64.1%
+126.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.1% | -7.1% | +7.0% | +4.6% |
| 30D | +10.5% | -4.8% | +15.2% | +13.0% |
| 3M | +44.3% | -9.3% | +53.6% | +51.8% |
| 6M | +59.4% | -29.0% | +88.4% | +93.6% |
| YTD | +49.5% | -52.9% | +102.4% | +133.1% |
| 1Y | +62.7% | -63.1% | +125.8% | +176.5% |
| All | +62.7% | -64.1% | +126.8% | +176.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling