-10.0%
EW vs ZETA
+247.9%
-258.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | +1.0% | +15.8% | -14.8% | -0.4% |
| 3M | +2.8% | +35.4% | -32.6% | -0.4% |
| 6M | +5.5% | +67.1% | -61.6% | -0.1% |
| YTD | +5.5% | +54.1% | -48.6% | +0.2% |
| 1Y | +11.0% | +67.8% | -56.8% | +4.0% |
| 3Y | +17.7% | +311.4% | -293.7% | -8.9% |
| 5Y | -25.7% | +324.8% | -350.5% | -44.9% |
| All | -10.0% | +247.9% | -258.0% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling