+47.6%
EXC vs ZETA
+329.5%
-281.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.0% |
| 7D | +0.3% | +2.7% | -2.4% | +0.2% |
| 30D | -3.7% | +15.8% | -19.5% | -3.9% |
| 3M | -1.3% | +35.4% | -36.7% | -1.7% |
| 6M | -9.7% | +67.1% | -76.8% | -10.5% |
| YTD | +2.9% | +54.1% | -51.2% | +2.1% |
| 1Y | +4.4% | +67.8% | -63.4% | +3.2% |
| 3Y | +22.2% | +311.4% | -289.2% | +14.6% |
| All | +47.6% | +329.5% | -281.8% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling