-13.2%
EW vs ZETA
+241.7%
-255.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.4% |
| 7D | -4.4% | -2.4% | -2.0% | -4.3% |
| 30D | -3.3% | +15.6% | -18.9% | -4.7% |
| 3M | +1.0% | +41.5% | -40.5% | -2.5% |
| 6M | +6.2% | +63.4% | -57.2% | +0.8% |
| YTD | +1.7% | +51.3% | -49.6% | -3.2% |
| 1Y | +8.1% | +65.8% | -57.7% | +1.4% |
| 3Y | +17.1% | +279.2% | -262.1% | -8.4% |
| 5Y | -29.4% | +341.8% | -371.1% | -47.5% |
| All | -13.2% | +241.7% | -255.0% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling