+158.6%
EWT vs ZETA
+241.7%
-83.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +1.6% | -2.4% | +4.1% | +1.8% |
| 30D | +8.2% | +15.6% | -7.4% | +6.6% |
| 3M | +11.1% | +41.5% | -30.4% | +6.8% |
| 6M | +60.4% | +63.4% | -3.0% | +51.5% |
| YTD | +75.6% | +51.3% | +24.3% | +66.3% |
| 1Y | +91.3% | +65.8% | +25.5% | +78.8% |
| 3Y | +200.3% | +279.2% | -78.9% | +147.9% |
| 5Y | +156.4% | +341.8% | -185.4% | +102.3% |
| All | +158.6% | +241.7% | -83.1% | +104.9% |
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 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