+195.6%
EQT vs ZETA
+337.8%
-142.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | +4.8% | +53.3% | -48.5% | +0.8% |
| 6M | -10.6% | +66.8% | -77.4% | -15.0% |
| YTD | +3.4% | +50.2% | -46.7% | -1.3% |
| 1Y | +8.7% | +62.0% | -53.4% | +2.4% |
| 3Y | +35.0% | +276.4% | -241.4% | +11.4% |
| All | +195.6% | +337.8% | -142.3% | +125.4% |
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