+120.5%
EOG vs ZETA
+235.0%
-114.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | 0.0% |
| 7D | +1.5% | -3.7% | +5.2% | +1.7% |
| 30D | +2.9% | +5.7% | -2.8% | +2.5% |
| 3M | +8.7% | +50.4% | -41.7% | +5.6% |
| 6M | +12.9% | +65.5% | -52.6% | +8.4% |
| YTD | +43.8% | +48.3% | -4.5% | +38.7% |
| 1Y | +27.1% | +45.4% | -18.3% | +22.1% |
| 3Y | +25.9% | +270.8% | -244.9% | +4.2% |
| 5Y | +177.9% | +336.1% | -158.2% | +112.9% |
| All | +120.5% | +235.0% | -114.5% | +82.0% |
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