+149.4%
EWT vs ZETA
+332.4%
-182.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.0% |
| 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% | +3.4% |
| 6M | +54.2% | +65.5% | -11.2% | +45.3% |
| YTD | +74.6% | +48.3% | +26.3% | +65.4% |
| 1Y | +84.9% | +45.4% | +39.5% | +74.7% |
| 3Y | +197.5% | +270.8% | -73.2% | +144.3% |
| All | +149.4% | +332.4% | -182.9% | +94.9% |
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