-4.9%
EQT vs ZETA
+84.8%
-89.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.2% |
| 7D | -6.6% | -5.0% | -1.6% | -6.6% |
| 30D | +2.7% | -3.3% | +6.1% | +2.7% |
| 3M | -0.2% | +31.0% | -31.2% | 0.0% |
| 6M | -10.6% | +72.2% | -82.7% | -10.7% |
| YTD | -1.2% | +56.2% | -57.3% | -0.9% |
| 1Y | -4.9% | +90.3% | -95.2% | -6.5% |
| All | -4.9% | +84.8% | -89.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling