-62.8%
ZTS vs ZETA
+343.0%
-405.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 6M | -38.7% | +63.4% | -102.2% | -41.9% |
| YTD | -40.6% | +51.3% | -91.9% | -43.5% |
| 1Y | -50.6% | +65.8% | -116.4% | -53.6% |
| 3Y | -58.7% | +279.2% | -337.9% | -66.7% |
| 5Y | -62.8% | +341.8% | -404.6% | -71.6% |
| All | -62.8% | +343.0% | -405.8% | -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 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