+138.5%
EOG vs ZETA
+306.8%
-168.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.8% |
| 7D | +7.6% | +18.1% | -10.5% | +6.5% |
| 30D | +3.4% | +13.6% | -10.2% | +2.5% |
| 3M | +12.7% | +23.7% | -11.0% | +11.1% |
| 6M | +19.0% | +128.5% | -109.5% | +12.1% |
| YTD | +55.6% | +80.1% | -24.5% | +48.0% |
| 1Y | +49.5% | +98.0% | -48.5% | +41.1% |
| 3Y | +43.2% | +348.6% | -305.4% | +17.2% |
| 5Y | +111.8% | +286.6% | -174.8% | +65.0% |
| All | +138.5% | +306.8% | -168.3% | +94.3% |
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