+65.0%
EXC vs ZETA
+259.8%
-194.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | 0.0% |
| 7D | -1.7% | +6.2% | -7.9% | -1.8% |
| 30D | +9.3% | -2.0% | +11.3% | +9.3% |
| 3M | +1.0% | +21.7% | -20.7% | +0.8% |
| 6M | +5.9% | +89.1% | -83.2% | +5.0% |
| YTD | +7.6% | +59.3% | -51.7% | +6.8% |
| 1Y | +2.4% | +66.2% | -63.8% | +1.5% |
| 3Y | +30.2% | +297.3% | -267.1% | +23.4% |
| 5Y | +41.4% | +227.5% | -186.1% | +34.1% |
| All | +65.0% | +259.8% | -194.8% | +55.7% |
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