+4.6%
EXC vs ZETA
+81.4%
-76.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.3% |
| 7D | +1.4% | +18.1% | -16.7% | +2.3% |
| 30D | +8.6% | +13.6% | -5.0% | +9.4% |
| 3M | +2.4% | +23.7% | -21.3% | +3.6% |
| 6M | +6.5% | +128.5% | -122.0% | +10.7% |
| YTD | +9.0% | +80.1% | -71.1% | +12.3% |
| 1Y | +4.6% | +98.0% | -93.4% | +8.3% |
| All | +4.6% | +81.4% | -76.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling