+281.7%
ZETA vs Z
-21.1%
+302.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +6.4% |
| 7D | -0.4% | -4.6% | +4.1% | +1.3% |
| 30D | -8.0% | +8.3% | -16.4% | -13.0% |
| 3M | +21.4% | -11.6% | +33.0% | +25.9% |
| 6M | +80.1% | -33.6% | +113.7% | +114.8% |
| YTD | +52.5% | -56.7% | +109.2% | +121.5% |
| 1Y | +58.5% | -59.1% | +117.6% | +136.5% |
| 3Y | +281.7% | -20.4% | +302.0% | +333.9% |
| All | +281.7% | -21.1% | +302.7% | +333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling