+12.8%
EFA vs ZETA
+56.6%
-43.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -2.4% |
| 7D | -1.6% | -10.0% | +8.4% | -1.0% |
| 30D | -1.5% | -10.6% | +9.1% | -0.8% |
| 3M | -4.4% | +8.9% | -13.3% | -5.0% |
| 6M | +2.2% | +65.1% | -62.9% | -1.5% |
| YTD | +8.6% | +44.8% | -36.2% | +4.6% |
| 1Y | +12.8% | +47.8% | -35.0% | +8.6% |
| All | +12.8% | +56.6% | -43.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling