+160.4%
EQT vs ZETA
+237.6%
-77.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.0% | +10.5% | -9.4% | +0.1% |
| 3M | +4.0% | +44.3% | -40.3% | +0.4% |
| 6M | -11.7% | +59.4% | -71.1% | -15.9% |
| YTD | +2.8% | +49.5% | -46.7% | -2.0% |
| 1Y | +10.0% | +62.7% | -52.7% | +3.4% |
| 3Y | +34.1% | +274.6% | -240.5% | +9.9% |
| 5Y | +195.3% | +349.3% | -154.1% | +121.9% |
| All | +160.4% | +237.6% | -77.2% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling