+212.1%
ETN vs ZETA
+241.7%
-29.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.9% |
| 7D | +8.0% | -2.4% | +10.5% | +8.3% |
| 30D | -5.9% | +15.6% | -21.5% | -7.5% |
| 3M | +5.0% | +41.5% | -36.5% | +0.7% |
| 6M | +22.4% | +63.4% | -41.0% | +14.7% |
| YTD | +33.6% | +51.3% | -17.7% | +25.6% |
| 1Y | +22.1% | +65.8% | -43.7% | +12.9% |
| 3Y | +85.6% | +279.2% | -193.6% | +49.9% |
| 5Y | +179.2% | +341.8% | -162.5% | +119.2% |
| All | +212.1% | +241.7% | -29.6% | +152.0% |
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