-48.8%
SE vs ZETA
+84.8%
-133.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.8% | +3.9% |
| 7D | +6.7% | -5.0% | +11.7% | +7.7% |
| 30D | -17.2% | -3.3% | -13.9% | -16.8% |
| 3M | -28.0% | +31.0% | -59.0% | -32.3% |
| 6M | -6.1% | +72.2% | -78.3% | -16.0% |
| YTD | -37.1% | +56.2% | -93.3% | -42.8% |
| 1Y | -48.8% | +90.3% | -139.1% | -55.1% |
| All | -48.8% | +84.8% | -133.5% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling