+176.4%
EOG vs ZETA
+341.5%
-165.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +3.4% | +10.5% | -7.1% | +2.7% |
| 3M | +7.8% | +44.3% | -36.5% | +5.2% |
| 6M | +13.4% | +59.4% | -46.1% | +9.5% |
| YTD | +43.5% | +49.5% | -6.0% | +38.7% |
| 1Y | +29.7% | +62.7% | -33.0% | +24.0% |
| 3Y | +23.2% | +274.6% | -251.5% | +3.3% |
| 5Y | +176.4% | +349.3% | -172.9% | +121.7% |
| All | +176.4% | +341.5% | -165.1% | +121.7% |
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