+19.3%
ETN vs ZETA
+68.7%
-49.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.5% | +3.6% |
| 7D | +2.0% | +2.7% | -0.6% | +1.8% |
| 30D | -7.9% | +15.8% | -23.7% | -8.6% |
| 3M | -1.6% | +35.4% | -37.0% | -2.6% |
| 6M | +16.9% | +67.1% | -50.2% | +14.1% |
| YTD | +30.1% | +54.1% | -24.0% | +27.0% |
| 1Y | +19.3% | +67.8% | -48.5% | +15.5% |
| All | +19.3% | +68.7% | -49.4% | +15.5% |
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