+55.2%
EWT vs ZETA
+84.8%
-29.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -10.9% | -5.0% | -5.9% | -10.3% |
| 30D | -17.7% | -3.3% | -14.4% | -17.4% |
| 3M | -5.0% | +31.0% | -36.0% | -8.1% |
| 6M | +7.4% | +72.2% | -64.8% | 0.0% |
| YTD | +52.8% | +56.2% | -3.4% | +41.5% |
| 1Y | +55.2% | +90.3% | -35.1% | +39.5% |
| All | +55.2% | +84.8% | -29.6% | +39.5% |
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