-71.7%
SE vs ZETA
+289.2%
-360.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.2% | -9.7% | -3.6% |
| 7D | 0.0% | +13.2% | -13.2% | -3.2% |
| 30D | -19.4% | +6.0% | -25.4% | -20.8% |
| 3M | -33.1% | +27.3% | -60.4% | -37.6% |
| 6M | -11.4% | +104.6% | -116.1% | -27.7% |
| YTD | -39.8% | +72.3% | -112.1% | -49.5% |
| 1Y | -50.5% | +76.3% | -126.8% | -58.9% |
| 3Y | +68.9% | +325.6% | -256.7% | -16.0% |
| 5Y | -77.1% | +254.2% | -331.3% | -89.1% |
| All | -71.7% | +289.2% | -360.9% | -87.9% |
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 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