+58.0%
EXC vs ZETA
+237.6%
-179.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -0.9% | +10.5% | -11.3% | -1.0% |
| 3M | -2.7% | +44.3% | -47.0% | -3.1% |
| 6M | -9.4% | +59.4% | -68.8% | -10.0% |
| YTD | +3.0% | +49.5% | -46.5% | +2.3% |
| 1Y | +5.1% | +62.7% | -57.5% | +4.1% |
| 3Y | +20.6% | +274.6% | -254.0% | +14.3% |
| 5Y | +45.7% | +349.3% | -303.6% | +39.2% |
| All | +58.0% | +237.6% | -179.7% | +49.2% |
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 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