+8.0%
EW vs ZETA
+63.2%
-55.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -6.4% | +10.5% | -16.8% | -7.0% |
| 3M | -1.6% | +44.3% | -45.9% | -4.3% |
| 6M | +2.3% | +59.4% | -57.2% | -1.7% |
| YTD | +1.1% | +49.5% | -48.4% | -2.7% |
| 1Y | +8.0% | +62.7% | -54.7% | +5.1% |
| All | +8.0% | +63.2% | -55.2% | +5.1% |
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