-59.9%
SE vs ZETA
+237.6%
-297.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -3.6% | -0.1% | -3.6% | -3.7% |
| 30D | -5.3% | +10.5% | -15.8% | -7.9% |
| 3M | +28.1% | +44.3% | -16.2% | +15.8% |
| 6M | +20.7% | +59.4% | -38.8% | +5.1% |
| YTD | -14.8% | +49.5% | -64.3% | -25.5% |
| 1Y | -43.6% | +62.7% | -106.3% | -52.4% |
| 3Y | +184.2% | +274.6% | -90.4% | +45.9% |
| 5Y | -66.3% | +349.3% | -415.6% | -84.0% |
| All | -59.9% | +237.6% | -297.5% | -82.2% |
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