+64.9%
EXC vs ZETA
+313.7%
-248.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.1% |
| 7D | -1.9% | +26.5% | -28.4% | -2.2% |
| 30D | +7.8% | +10.3% | -2.5% | +7.7% |
| 3M | +1.9% | +30.5% | -28.7% | +1.6% |
| 6M | +3.4% | +129.4% | -126.0% | +2.2% |
| YTD | +7.6% | +83.1% | -75.6% | +6.6% |
| 1Y | +2.1% | +82.1% | -80.0% | +1.2% |
| 3Y | +29.6% | +352.3% | -322.7% | +22.6% |
| 5Y | +39.5% | +293.1% | -253.6% | +32.3% |
| All | +64.9% | +313.7% | -248.7% | +55.4% |
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