+67.1%
ZETA vs Z
-23.1%
+90.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +4.3% |
| 30D | +15.8% | -4.2% | +20.0% | +18.3% |
| 3M | +35.4% | -3.7% | +39.1% | +36.4% |
| 6M | +67.1% | -24.5% | +91.6% | +83.6% |
| All | +67.1% | -23.1% | +90.2% | +83.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling