+36.7%
EWZ vs ZETA
+247.9%
-211.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.4% |
| 7D | +6.5% | +2.7% | +3.8% | +6.3% |
| 30D | +4.8% | +15.8% | -11.0% | +3.6% |
| 3M | +9.9% | +35.4% | -25.5% | +7.2% |
| 6M | +1.9% | +67.1% | -65.2% | -2.5% |
| YTD | +20.3% | +54.1% | -33.8% | +15.4% |
| 1Y | +35.6% | +67.8% | -32.2% | +28.7% |
| 3Y | +43.4% | +311.4% | -268.0% | +22.3% |
| 5Y | +55.9% | +324.8% | -268.9% | +28.8% |
| All | +36.7% | +247.9% | -211.2% | +19.6% |
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