-14.6%
EW vs ZETA
+232.9%
-247.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +0.8% |
| 7D | +11.0% | -0.4% | +11.5% | +11.0% |
| 30D | +19.1% | -8.0% | +27.1% | +19.9% |
| 3M | +14.4% | +21.4% | -7.0% | +11.9% |
| 6M | +22.8% | +80.1% | -57.3% | +15.0% |
| YTD | +19.8% | +52.5% | -32.7% | +13.3% |
| 1Y | +23.9% | +58.5% | -34.6% | +16.5% |
| 3Y | +52.2% | +281.7% | -229.5% | +14.5% |
| All | -14.6% | +232.9% | -247.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling