-58.7%
ZTS vs ZETA
+281.1%
-339.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | -4.8% | -2.4% | -2.3% | -4.6% |
| 30D | +1.2% | +15.6% | -14.3% | +0.1% |
| 3M | -6.0% | +41.5% | -47.5% | -8.9% |
| 6M | -38.7% | +63.4% | -102.2% | -41.7% |
| YTD | -40.6% | +51.3% | -91.9% | -43.4% |
| 1Y | -50.6% | +65.8% | -116.4% | -53.4% |
| 3Y | -58.7% | +279.2% | -337.9% | -71.6% |
| All | -58.7% | +281.1% | -339.8% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling