+15.5%
EWZ vs ZETA
+244.4%
-228.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.3% |
| 7D | -1.5% | -0.4% | -1.0% | -1.5% |
| 30D | -24.5% | -8.0% | -16.5% | -24.1% |
| 3M | -10.7% | +21.4% | -32.1% | -12.1% |
| 6M | -19.1% | +80.1% | -99.2% | -22.9% |
| YTD | +1.6% | +52.5% | -50.9% | -2.5% |
| 1Y | +4.3% | +58.5% | -54.2% | -0.4% |
| 3Y | +19.0% | +281.7% | -262.7% | +1.9% |
| 5Y | +57.7% | +237.3% | -179.6% | +31.1% |
| All | +15.5% | +244.4% | -228.9% | +1.0% |
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