+52.8%
IEFA vs ZETA
+235.0%
-182.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.6% | -3.7% | +2.2% | -1.3% |
| 30D | -1.5% | +5.7% | -7.2% | -2.0% |
| 3M | +3.4% | +50.4% | -47.0% | -0.3% |
| 6M | +9.5% | +65.5% | -56.0% | +4.3% |
| YTD | +13.0% | +48.3% | -35.3% | +8.2% |
| 1Y | +18.0% | +45.4% | -27.4% | +12.6% |
| 3Y | +65.4% | +270.8% | -205.4% | +38.3% |
| 5Y | +51.6% | +336.1% | -284.6% | +22.5% |
| All | +52.8% | +235.0% | -182.2% | +24.5% |
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