+252.6%
ZETA vs Z
-69.0%
+321.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.0% |
| 7D | +2.7% | -3.0% | +5.7% | +4.0% |
| 30D | +15.8% | -4.2% | +20.0% | +17.8% |
| 3M | +35.4% | -3.7% | +39.1% | +37.2% |
| 6M | +67.1% | -24.5% | +91.6% | +89.2% |
| YTD | +54.1% | -49.3% | +103.4% | +110.2% |
| 1Y | +67.8% | -58.7% | +126.5% | +150.6% |
| 3Y | +311.4% | -34.1% | +345.6% | +376.3% |
| 5Y | +324.8% | -64.5% | +389.3% | +381.0% |
| All | +252.6% | -69.0% | +321.6% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling