+54.3%
IEFA vs ZETA
+241.7%
-187.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +1.2% | -2.4% | +3.6% | +1.3% |
| 30D | -0.6% | +15.6% | -16.2% | -1.8% |
| 3M | +6.2% | +41.5% | -35.3% | +2.9% |
| 6M | +11.2% | +63.4% | -52.3% | +6.0% |
| YTD | +14.2% | +51.3% | -37.1% | +9.1% |
| 1Y | +20.0% | +65.8% | -45.8% | +13.3% |
| 3Y | +68.8% | +279.2% | -210.4% | +40.9% |
| 5Y | +52.7% | +341.8% | -289.1% | +23.2% |
| All | +54.3% | +241.7% | -187.4% | +25.5% |
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 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