+35.8%
EQT vs ZETA
+274.1%
-238.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -1.2% | -6.5% | +5.3% | -0.7% |
| 30D | +1.1% | +4.8% | -3.8% | +0.7% |
| 3M | +4.8% | +53.3% | -48.5% | +1.5% |
| 6M | -10.6% | +66.8% | -77.4% | -14.3% |
| YTD | +3.4% | +50.2% | -46.7% | -0.4% |
| 1Y | +8.7% | +62.0% | -53.4% | +3.3% |
| All | +35.8% | +274.1% | -238.2% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling