+202.4%
ZETA vs Z
-55.4%
+257.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +6.6% |
| 7D | -0.4% | -4.6% | +4.1% | +1.4% |
| 30D | -8.0% | +8.3% | -16.4% | -13.4% |
| 3M | +21.4% | -11.6% | +33.0% | +26.0% |
| 6M | +80.1% | -33.6% | +113.7% | +117.0% |
| YTD | +52.5% | -56.7% | +109.2% | +128.1% |
| 1Y | +58.5% | -59.1% | +117.6% | +144.4% |
| 3Y | +281.7% | -20.4% | +302.0% | +288.9% |
| All | +202.4% | -55.4% | +257.8% | +274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling