+59.6%
SCHD vs ZETA
+235.0%
-175.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -2.0% | -3.7% | +1.8% | -1.7% |
| 30D | -0.4% | +5.7% | -6.1% | -0.8% |
| 3M | +5.7% | +50.4% | -44.7% | +3.1% |
| 6M | +11.9% | +65.5% | -53.6% | +8.1% |
| YTD | +26.4% | +48.3% | -21.9% | +22.6% |
| 1Y | +27.6% | +45.4% | -17.8% | +23.4% |
| 3Y | +54.9% | +270.8% | -215.8% | +35.7% |
| 5Y | +60.9% | +336.1% | -275.2% | +38.1% |
| All | +59.6% | +235.0% | -175.3% | +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 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