+126.3%
EWY vs ZETA
+247.9%
-121.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | -7.4% | +35.4% | -42.8% | -10.8% |
| 6M | +40.6% | +67.1% | -26.6% | +31.6% |
| YTD | +94.3% | +54.1% | +40.2% | +82.5% |
| 1Y | +164.3% | +67.8% | +96.5% | +144.7% |
| 3Y | +221.0% | +311.4% | -90.4% | +154.5% |
| 5Y | +139.1% | +324.8% | -185.7% | +81.8% |
| All | +126.3% | +247.9% | -121.7% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling