-59.3%
ZTS vs ZETA
+276.5%
-335.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.0% | +26.5% | -25.4% | -1.1% |
| 30D | +12.4% | +10.3% | +2.1% | +11.3% |
| 3M | +13.6% | +30.5% | -17.0% | +10.6% |
| 6M | +9.3% | +129.4% | -120.0% | +0.4% |
| YTD | -32.6% | +83.1% | -115.7% | -37.2% |
| 1Y | -30.0% | +82.1% | -112.1% | -34.9% |
| 3Y | -48.7% | +352.3% | -401.0% | -59.8% |
| 5Y | -59.3% | +293.1% | -352.5% | -69.5% |
| All | -59.3% | +276.5% | -335.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling