+54.6%
EFA vs ZETA
+235.0%
-180.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.5% | -3.7% | +2.2% | -1.2% |
| 30D | -1.7% | +5.7% | -7.4% | -2.2% |
| 3M | +3.5% | +50.4% | -47.0% | -0.2% |
| 6M | +9.5% | +65.5% | -56.0% | +4.3% |
| YTD | +12.9% | +48.3% | -35.4% | +8.1% |
| 1Y | +18.2% | +45.4% | -27.2% | +12.8% |
| 3Y | +64.8% | +270.8% | -205.9% | +38.0% |
| 5Y | +53.9% | +336.1% | -282.2% | +24.4% |
| All | +54.6% | +235.0% | -180.4% | +25.8% |
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