+126.1%
EWY vs ZETA
+235.0%
-108.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.4% |
| 7D | -0.1% | -3.7% | +3.7% | +0.3% |
| 30D | +7.3% | +5.7% | +1.6% | +6.5% |
| 3M | -5.1% | +50.4% | -55.6% | -9.9% |
| 6M | +42.1% | +65.5% | -23.4% | +33.2% |
| YTD | +94.1% | +48.3% | +45.8% | +83.1% |
| 1Y | +147.8% | +45.4% | +102.5% | +133.1% |
| 3Y | +222.9% | +270.8% | -47.8% | +159.0% |
| 5Y | +150.6% | +336.1% | -185.5% | +90.4% |
| All | +126.1% | +235.0% | -108.9% | +77.0% |
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