-57.4%
ZTS vs ZETA
+237.6%
-295.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -2.0% | +10.5% | -12.5% | -2.9% |
| 3M | -10.2% | +44.3% | -54.5% | -13.2% |
| 6M | -39.4% | +59.4% | -98.8% | -42.2% |
| YTD | -40.8% | +49.5% | -90.3% | -43.5% |
| 1Y | -50.1% | +62.7% | -112.8% | -52.9% |
| 3Y | -58.9% | +274.6% | -333.5% | -66.2% |
| 5Y | -62.4% | +349.3% | -411.7% | -69.9% |
| All | -57.4% | +237.6% | -295.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling