+64.9%
EXC vs ZETA
+244.4%
-179.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.2% | -2.0% |
| 7D | -1.2% | -0.4% | -0.7% | -1.2% |
| 30D | +10.0% | -8.0% | +18.0% | +10.0% |
| 3M | +1.6% | +21.4% | -19.8% | +1.4% |
| 6M | +3.3% | +80.1% | -76.8% | +2.4% |
| YTD | +7.6% | +52.5% | -44.9% | +6.8% |
| 1Y | +3.5% | +58.5% | -55.0% | +2.6% |
| 3Y | +27.7% | +281.7% | -254.0% | +21.0% |
| 5Y | +41.1% | +237.3% | -196.2% | +34.1% |
| All | +64.9% | +244.4% | -179.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling