+252.6%
ZETA vs ZBRA
-28.4%
+281.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.5% |
| 30D | +15.8% | -1.7% | +17.5% | +16.9% |
| 3M | +35.4% | +47.8% | -12.3% | +4.1% |
| 6M | +67.1% | +56.7% | +10.4% | +22.3% |
| YTD | +54.1% | +49.4% | +4.7% | +15.5% |
| 1Y | +67.8% | +16.5% | +51.3% | +47.3% |
| 3Y | +311.4% | +31.5% | +280.0% | +219.8% |
| 5Y | +324.8% | -38.6% | +363.4% | +418.6% |
| All | +252.6% | -28.4% | +281.1% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling