+50.1%
IEFA vs ZETA
+352.7%
-302.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.4% | -6.5% | +4.1% | -1.9% |
| 30D | -2.1% | +4.8% | -6.9% | -2.6% |
| 3M | +5.5% | +53.3% | -47.8% | +1.5% |
| 6M | +8.1% | +66.8% | -58.7% | +2.8% |
| YTD | +11.9% | +50.2% | -38.3% | +6.9% |
| 1Y | +18.1% | +62.0% | -44.0% | +11.4% |
| 3Y | +65.5% | +276.4% | -210.9% | +36.8% |
| 5Y | +50.1% | +341.6% | -291.6% | +18.9% |
| All | +50.1% | +352.7% | -302.7% | +18.9% |
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