+339.6%
ZETA vs ZBRA
-40.8%
+380.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.1% |
| 7D | -0.1% | -1.8% | +1.7% | +1.0% |
| 30D | +10.5% | -8.8% | +19.3% | +16.5% |
| 3M | +44.3% | +47.2% | -2.9% | +10.7% |
| 6M | +59.4% | +61.3% | -1.9% | +14.1% |
| YTD | +49.5% | +42.0% | +7.5% | +15.1% |
| 1Y | +62.7% | +10.5% | +52.2% | +47.3% |
| 3Y | +274.6% | +34.5% | +240.1% | +184.5% |
| All | +339.6% | -40.8% | +380.4% | +581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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