+78.4%
ETN vs ZETA
+274.1%
-195.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +3.0% | -6.5% | +9.5% | +3.8% |
| 30D | -10.9% | +4.8% | -15.8% | -11.5% |
| 3M | +9.2% | +53.3% | -44.1% | +3.2% |
| 6M | +13.9% | +66.8% | -52.9% | +5.7% |
| YTD | +29.5% | +50.2% | -20.6% | +21.0% |
| 1Y | +14.2% | +62.0% | -47.8% | +4.7% |
| All | +78.4% | +274.1% | -195.6% | +25.7% |
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