+157.2%
EWT vs ZETA
+235.0%
-77.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +1.9% |
| 7D | -1.1% | -3.7% | +2.6% | -0.8% |
| 30D | +4.5% | +5.7% | -1.3% | +3.8% |
| 3M | +8.3% | +50.4% | -42.2% | +3.5% |
| 6M | +54.2% | +65.5% | -11.2% | +45.5% |
| YTD | +74.6% | +48.3% | +26.3% | +65.6% |
| 1Y | +84.9% | +45.4% | +39.5% | +75.0% |
| 3Y | +197.5% | +270.8% | -73.2% | +146.2% |
| 5Y | +150.6% | +336.1% | -185.5% | +98.1% |
| All | +157.2% | +235.0% | -77.8% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling