-43.6%
SE vs ZETA
+63.2%
-106.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.6% |
| 3M | +28.1% | +44.3% | -16.2% | +17.6% |
| 6M | +20.7% | +59.4% | -38.8% | +8.1% |
| YTD | -14.8% | +49.5% | -64.3% | -22.3% |
| 1Y | -43.6% | +62.7% | -106.3% | -49.2% |
| All | -43.6% | +63.2% | -106.8% | -49.2% |
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 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