+23.7%
EW vs ZETA
+74.8%
-51.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.8% | -1.4% |
| 7D | +9.3% | +13.2% | -4.0% | +7.9% |
| 30D | +22.1% | +6.0% | +16.1% | +21.2% |
| 3M | +13.0% | +27.3% | -14.3% | +10.1% |
| 6M | +30.1% | +104.6% | -74.5% | +20.0% |
| YTD | +22.0% | +72.3% | -50.3% | +13.7% |
| 1Y | +23.7% | +76.3% | -52.6% | +14.6% |
| All | +23.7% | +74.8% | -51.1% | +14.6% |
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