+98.5%
EWY vs ZETA
+281.0%
-182.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +4.2% | +18.1% | -13.9% | +2.1% |
| 30D | -10.7% | +13.6% | -24.2% | -12.0% |
| 3M | -20.1% | +23.7% | -43.8% | -22.2% |
| 6M | -24.3% | +128.5% | -152.8% | -31.9% |
| YTD | +46.9% | +80.1% | -33.2% | +34.8% |
| 1Y | +55.2% | +98.0% | -42.8% | +40.7% |
| 3Y | +157.0% | +348.6% | -191.6% | +96.1% |
| All | +98.5% | +281.0% | -182.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling