+226.4%
EWY vs ZETA
+272.3%
-45.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +6.7% | -0.1% | +6.7% | +6.6% |
| 30D | +17.0% | +10.5% | +6.5% | +15.5% |
| 3M | +3.7% | +44.3% | -40.7% | -0.9% |
| 6M | +42.5% | +59.4% | -16.9% | +34.2% |
| YTD | +96.2% | +49.5% | +46.8% | +85.1% |
| 1Y | +160.4% | +62.7% | +97.7% | +142.0% |
| All | +226.4% | +272.3% | -45.9% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling