+56.1%
EFA vs ZETA
+241.7%
-185.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | +1.2% | -2.4% | +3.6% | +1.4% |
| 30D | -0.7% | +15.6% | -16.3% | -2.0% |
| 3M | +6.4% | +41.5% | -35.1% | +3.1% |
| 6M | +11.4% | +63.4% | -52.0% | +6.2% |
| YTD | +14.0% | +51.3% | -37.3% | +9.0% |
| 1Y | +20.2% | +65.8% | -45.6% | +13.5% |
| 3Y | +68.2% | +279.2% | -211.0% | +40.5% |
| 5Y | +54.8% | +341.8% | -286.9% | +25.0% |
| All | +56.1% | +241.7% | -185.6% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling