+76.3%
ZETA vs Z
-60.5%
+136.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.5% | +13.7% | +10.9% |
| 7D | +13.2% | -6.5% | +19.7% | +16.4% |
| 30D | +6.0% | -0.1% | +6.1% | +3.7% |
| 3M | +27.3% | -14.1% | +41.5% | +34.7% |
| 6M | +104.6% | -30.1% | +134.7% | +146.4% |
| YTD | +72.3% | -57.5% | +129.9% | +185.0% |
| 1Y | +76.3% | -60.3% | +136.6% | +206.1% |
| All | +76.3% | -60.5% | +136.9% | +206.1% |
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 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