+61.0%
SCHD vs ZETA
+241.7%
-180.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | +1.5% | +15.6% | -14.1% | +0.6% |
| 3M | +7.4% | +41.5% | -34.1% | +5.1% |
| 6M | +12.4% | +63.4% | -51.1% | +8.6% |
| YTD | +27.5% | +51.3% | -23.8% | +23.5% |
| 1Y | +30.0% | +65.8% | -35.8% | +24.7% |
| 3Y | +56.5% | +279.2% | -222.7% | +36.8% |
| 5Y | +60.7% | +341.8% | -281.1% | +37.8% |
| All | +61.0% | +241.7% | -180.8% | +40.0% |
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 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