-5.5%
ETN vs ZETA
+84.8%
-90.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.6% | -12.5% | -10.0% |
| 7D | -10.1% | -5.0% | -5.1% | -9.9% |
| 30D | -18.4% | -3.3% | -15.0% | -18.2% |
| 3M | -20.4% | +31.0% | -51.4% | -21.2% |
| 6M | -16.0% | +72.2% | -88.1% | -17.6% |
| YTD | +11.8% | +56.2% | -44.4% | +9.5% |
| 1Y | -5.5% | +90.3% | -95.8% | -12.4% |
| All | -5.5% | +84.8% | -90.2% | -12.4% |
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 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