+199.8%
EWT vs ZETA
+272.3%
-72.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +9.4% | +10.5% | -1.1% | +8.1% |
| 3M | +10.9% | +44.3% | -33.4% | +6.1% |
| 6M | +57.9% | +59.4% | -1.5% | +48.8% |
| YTD | +75.9% | +49.5% | +26.4% | +66.0% |
| 1Y | +89.7% | +62.7% | +27.0% | +76.6% |
| All | +199.8% | +272.3% | -72.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling