-72.2%
SE vs ZETA
+306.8%
-379.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -0.5% | +18.1% | -18.6% | -4.9% |
| 30D | -20.9% | +13.6% | -34.5% | -23.8% |
| 3M | -38.9% | +23.7% | -62.6% | -42.7% |
| 6M | -19.4% | +128.5% | -147.9% | -36.2% |
| YTD | -40.9% | +80.1% | -121.0% | -51.1% |
| 1Y | -46.2% | +98.0% | -144.2% | -56.7% |
| 3Y | +63.7% | +348.6% | -284.9% | -19.9% |
| 5Y | -77.9% | +286.6% | -364.5% | -89.7% |
| All | -72.2% | +306.8% | -379.0% | -88.3% |
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