+50.1%
EFA vs ZETA
+281.0%
-230.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.3% |
| 7D | +2.2% | +18.1% | -15.9% | +0.7% |
| 30D | +1.4% | +13.6% | -12.2% | +0.2% |
| 3M | -4.2% | +23.7% | -27.9% | -6.1% |
| 6M | +1.9% | +128.5% | -126.6% | -5.9% |
| YTD | +10.2% | +80.1% | -69.9% | +3.2% |
| 1Y | +12.8% | +98.0% | -85.2% | +4.6% |
| 3Y | +65.2% | +348.6% | -283.4% | +32.2% |
| All | +50.1% | +281.0% | -230.9% | +16.1% |
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