+164.3%
EWY vs ZETA
+68.7%
+95.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.0% |
| 7D | +4.8% | +2.7% | +2.2% | +4.4% |
| 30D | +11.7% | +15.8% | -4.1% | +9.6% |
| 3M | -7.4% | +35.4% | -42.8% | -10.1% |
| 6M | +40.6% | +67.1% | -26.6% | +31.6% |
| YTD | +94.3% | +54.1% | +40.2% | +81.8% |
| 1Y | +164.3% | +67.8% | +96.5% | +145.1% |
| All | +164.3% | +68.7% | +95.6% | +145.1% |
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 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