+71.1%
EWY vs ZETA
+306.8%
-235.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +4.2% | +18.1% | -13.9% | +2.3% |
| 30D | -10.7% | +13.6% | -24.2% | -11.9% |
| 3M | -20.1% | +23.7% | -43.8% | -22.0% |
| 6M | -24.3% | +128.5% | -152.8% | -31.4% |
| YTD | +46.9% | +80.1% | -33.2% | +35.6% |
| 1Y | +55.2% | +98.0% | -42.8% | +41.6% |
| 3Y | +157.0% | +348.6% | -191.6% | +102.1% |
| 5Y | +98.9% | +286.6% | -187.7% | +50.2% |
| All | +71.1% | +306.8% | -235.7% | +31.1% |
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