-19.1%
EWZ vs ZETA
+73.8%
-92.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | +0.4% |
| 7D | -1.5% | -0.4% | -1.0% | -1.5% |
| 30D | -24.5% | -8.0% | -16.5% | -24.2% |
| 3M | -10.7% | +21.4% | -32.1% | -11.2% |
| 6M | -19.1% | +80.1% | -99.2% | -22.2% |
| All | -19.1% | +73.8% | -92.9% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling