+18.1%
EW vs ZETA
+84.8%
-66.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +4.2% |
| 7D | +8.3% | -5.0% | +13.3% | +8.7% |
| 30D | +13.9% | -3.3% | +17.3% | +14.2% |
| 3M | +10.9% | +31.0% | -20.1% | +8.2% |
| 6M | +19.2% | +72.2% | -52.9% | +13.3% |
| YTD | +16.6% | +56.2% | -39.6% | +10.7% |
| 1Y | +18.1% | +90.3% | -72.2% | +12.0% |
| All | +18.1% | +84.8% | -66.7% | +12.0% |
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 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