+52.4%
EFA vs ZETA
+352.7%
-300.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | -2.2% | +4.8% | -7.1% | -2.7% |
| 3M | +5.7% | +53.3% | -47.7% | +1.6% |
| 6M | +8.2% | +66.8% | -58.6% | +2.8% |
| YTD | +11.8% | +50.2% | -38.4% | +6.7% |
| 1Y | +18.3% | +62.0% | -43.7% | +11.7% |
| 3Y | +64.9% | +276.4% | -211.4% | +36.4% |
| 5Y | +52.4% | +341.6% | -289.2% | +20.8% |
| All | +52.4% | +352.7% | -300.3% | +20.8% |
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 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